I 2nd the Zumanity suggestion. Great show! A lot of sexual jokes and very sensual show, so don't go if you are easily offended.
My wife and I had great dinner at Mon Ami Gabi which is on the ground level of Paris, right across from the Bellagio Fountains. so, we ate great food and watched the Ballagio Fountains go off every 15 minutes.
O'Sheas had a lot of $10 black jack tables and a more laid back atmosphere we enjoyed, younger crowd there (20's). There is a Subway in the back where you can play beer pong or do what we did and watch other people play beer pong and laugh your butt off.
We had a lot of fun at New York New York, enjoyed the atmosphere.
My wife loved the Shops @ Caesar's
Lions at MGM Grand (free), Dolphins at The Mirage (had a cost)