Always something to see in Las Vegas
Despite being famous for its elaborate shows Vegas has to offer, there are many attractions that have become available within the many themed hotels, some of them being free of charge.
O - Cirque du Soleil - Bellagio

We've been wanting to see "O" for years. We finally saw it this last trip and enjoyed it a lot. Located in the Bellagio I expected this show not to be as spectacular as I wanted it to be, but it was, as my wife described it, hauntingly beautiful. And, as with all Cirque Du Soleil shows, it was a sensory delite of acrobatics and mind numbing body bending feats. Not sure I would go again though.
Circus Circus
Not as glitzy like many of the other hotels, but Circus Circus is just
fine for kids of all ages. The arcade has many older circus skill games and a arcade with many outdated games to try your luck at. I was not impressed with paying $1.00 per a game for most of the machines. It was quite expensive to me. They did offer some live circus acts and they were pretty cool to watch. Some shows were actually viewable from the casino floow. They seem to have a cool adventure park with coasters as the kids were talking about it but it was closed when we went.
Freemont Street Experience- Old Las Vegas
Freemont Street in "Old Las Vegas" is the most lively place at night. I have taken the kids here several times just to see the lights and the projected ceiling and its quite a lot of fun.
It's an outdoor mall with a covered roof which shows a laser,light and music display at night. Plus they have live bands playing. The atmosphere is great which is why we make the effort to catch the RTC bus along the strip for $8 for 24hrs. We went at 7pm for a quick look, ending up staying until 10pm. Really worth a visit. And the souvenir shopping was cheaper than the Strip. But if you do take the family, take them early in the evening as it seems more familiy oriented but having gone late at night. It can get pretty roudy. Whatever the case, this place will simply amaze you.
Hoover Dam

The Hoover Dam is well worth a visit. Its a great engineering spectacle and the design is so art deco (check out the rest rooms on the dam itself) you can walk across the dam, see the bridge or cross into Arizona for no charge apart from parking. The café and shop are a little over priced but the tours seem like good value.
Volcano at the Mirage
From 7pm each night on the hour the volcano at
the Mirage erupts with fire and flames. This is another show like the fountains at the Bellagio that a seriously large number of people come to watch. The 7pm show is not the best one as it is still light and not yet dark. On our last night in Vegas we went to watch the volcano at 8pm when it was dark and you saw the full effect but there were large crowds of people so not able to get close. Had to watch from across the road from the Venetian but it was still impressive.
Sirens - Treasure Island

Pirates and pretty girls, music and dancing, need I say more? This is an entertaining show for all ages performed outside the Las Vegas Boulevard entrance to Treasure Island Casino several times each evening. Yes you can't miss the location since its performed on that huge pirate ship parked in front of Treasure Island. The show is a bit loud though, so if you bring little ones, you have been warned.
Fountain Show - Bellagio
Who doesn't love the Fountains at the Bellagio? It's one of the best FREE shows you'll see on the entire strip. And, it's a show that works around your schedule. It begins every 15 minutes so you can see it at 6pm on the way to dinner or at midnight. The clip below does little justice to how amazing the Fountain show is when you're actually there.