That's true yea. Ive been to Vegas four times, last time was for my mates stag (long) weekend, four days in a row i had breakfast in a casino.
I found the MGM grand the best, thier is a few nice bars/clubs in the MGM itself. Thier is a really nice piano bar on the strip, not sure where abouts it is, I will try and find out and let you know.
To be honest though, the place has so much stuf to do, you'll find some place that suits you.