Luxor is a neat hotel. I think Blue Man Group plays there, and they are a lot of fun to watch.
We got married in Vegas last year, ( no Elvis was not in attendance) and I HIGHLY recommend Top of The World Restaurant at the Statosphere if you are interested in a romantic dinner ( it is pricey, but if you like 5 star cuisine and an AWESOME view, it's the best.) It is a revolving restaurant, which means you get to see the entire city while you eat. Mandolay Bay is GORGEOUS, and you will be right next door to it. Mandalay has the BEST Sunday Brunch Buffet (pricey at $21, but worth it!) Gee, you might be getting the idea that I love food here, but the shows are great too.
Mystere, the Cirque du Soleil Show at Treasure Island was fantastic, tickets were around $70 I believe.Most of the shows are expensive, but the talent is amazing and it is well worth the expense to go to one if you can.
All the big hotels offer so much to see! There is no way to see them all in a few days. There is an awesome guide that you can pick up in the hotels that will tell you just about anything you could possibly want to know as far as where shows are, what else is going on in the city, and it breaks down restaurants by cuisine and has price codes on all of them.(They might have it already in the rooms)
I don't know about the best gambling, being that I tend to stick to nickel slots!
Have a great time! Vegas is awesome!