Cirque shows are all great...expensive, but great. If you're going with a lady friend, you should take her.
My advice...Don't touch a slot machine....just...just don't.
My own personal favorite thing to do is play a poker tourney or two in the morning time (a lot of places have 11am tournaments) while sober. Take a nap. Go to the pool, if with wife. Take another nap. Eat dinner. Then eventually settle in at a blackjack table for many hours until really late, seeing how many free drinks I can get in the mean time.
And remember...always tip your waitress a buck. Every time. At the beginning of your blackjack session, toss her a $5 or a $10 to ensure speed of service.
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It is better to stay in a hotel that you want to gamble in. Meaning if you want to play lower limits, stay in a lower limit hotel. That way you can just get drunk at the tables and not have to walk far to get to bed.
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That's pretty good advice, but it sounds like it's too late for that. I usually stay at MGM and just play $10 bc I love MGM. Sometimes you can get lucky and grab a $5 table early, then get grandfathered in when the min goes up.
You know what's fun? The $3 game at Golden Gate downtown with the silver dollar coins. You can usually get that during the day...maybe not on Saturdays.