Went there for my 21st and it was the best holiday ever! There is so much to do and see and like Slick said you really cant fathom how the big the hotels/casinos are when you arrive, it mind boggling!
Deffo deffo go down the Gun Store, i shot a bunch of stuff and it was insane fun! Do a package deal thing

Club wise id say Tao in the Venetian, dancers everywhere just flapping it out, sooo good! Music was bouncing too! Also chat to as many birds as possible, they are there for the same reasons as you, trust, you dont even wana know what I got up to haha! But dont chat up in clubs, do it in casinos etc, or a smallish bars, makes a big difference imo!
Itll be amazing tho, how long you there for?