Eat at good restaurants.. some are off the strip. Do one buffet if you really want to, they're generally not worth the inflated price vs how much you eat
It involves a little gambling, but what my friends and I like doing is finding a bank of penny slots away from the crowded parts of the casino and post up there for a while. When the drink gal walks around five her a fiver, tenner would be better, and keep handing out a dollar or two with each drink and you'll rarely be empty for long. Then just hang out, drinking, smoking, hitting the machine every now and then so you're 'gambling' and your drinks are free, and chat for a bit. It's a nice way to either take a break for a bit or spend very little to pre-game what is to come next.
If you're in one of the bigger hotels with a pool and shit most of them have cabanas you can pay to rent and spend some time poolside drinking, hanging out, and chasing some tails.
I'm not really a club dude, but if you're one who loves to dance there's always some music thumping somewhere. The 'bigger' clubs generally have large cover charges and pricey drinks.
If it's a strip club you want, yeah you got quite a few to choose from. Not really my thing either; I don't like paying to have blue balls, lol.
Speaking of fucking. If you can't get laid in Vegas you're either uglier than sin or broke.
If you're into pinball the Pinball Hall of Fame is pretty great. Tables from the electromagnetic age all the way to tables released in the last couple years.