One afternoon/night in Vegas - what to do?

As the title says, in about a month, as part of our tour of western USA, we (my fiancee and myself) will be spending an afternoon and evening in Las Vegas. We'll be staying on a hotel on the Strip itself (Harrah's Las Vegas Resort), so we should be closeish to most things.

We have a few things we'd like to do (if possible in the limited timeframe), and would appreciate any suggestions you guys might have.

• Go see a show We're a young couple, so nothing too traditional (and we've seen Cirque du Soleil last month already ;). What's good? I'm thinking I might like Absinthe or Siegfried and Roy, but open to any suggestions. Also, is it worth to look for one of those shows that have dinner included?

• Gamble. Would only be for a small amount of money (max 200$), as it would be more about sniffing up the athmosphere. I suppose we could gamble at our own resort, but I'm wondering if it's worth going to one of the bigger casino's to gawk ;) Can you use the casino of a hotel you're not staying in btw?

• See the sights. This is an open one, but since we're only going to be there a short time, I'd like to see as many must-see things as possible. For example, passing by the Bellagio to see the fountain show, and possibly the Atlantis show at the other hotel. Is there some kind of guide to things you can see while making (for example) a long walk down the Strip?

I realise this is probably a slightly difficult question as everyone has their own idea what 'must' be seen in Vegas, but at this point I'd rather have too much information then too little ;)