I'll guess that your going to gamble in a Casino or Casinos. If not Las Vegas does have other great entertainment including magic shows so have fun in Fabulous Las Vegas.
We really don't gamble too much in Vegas. There are some awesome shows and plenty of great restaurants to enjoy. We also do day trips to the west rim of the Grand Canyon, Hoover Dam and Red Rock Canyon Conservation area.
I haven't seen Penn and Teller yet, so hopefully that will be one show this trip. We saw Criss Angel last visit. Not what we expected, but fairly entertaining. The Cirque shows are also good.