Some sin in the city...
There's some sin in Sin City. Get used to it. You will see people gambling who probably shouldn't be. You will see very inebriated people at all hours of the day and night. You will see billboards with half-dressed men and women, you will have to walk past people on the sidewalk thrusting pamphlets at you advertising "adult services", and your hotel may have a topless optional pool. If you're easily offended by such things, you might want to stay off the Strip. Otherwise, just ignore it and enjoy yourself. No one says you have to participate in those things.

Airport is close by...
The airport is a few miles from the Las Vegas Strip, so it shouldn’t take long to get there by cab. To avoid being long hauled from the airport, be sure to tell your cab driver to only take surface streets—no tunnel, no highway. (This rule does not apply if you’re staying south of the airport or off the Strip.) Google the best route from the airport to your hotel, so you can suggest some streets, just in case. If you suspect you have been long hauled, write down the name and license number of your cabbie (which should be posted in plain view in the front of the cab). Be sure to tell the valet at the hotel when you arrive, and call the Taxicab Authority (702) 668-4000 to report it.

Practice big city smarts...
Regardless of what you may have seen on CSI, Las Vegas is perfectly safe as long as you stick to the well-lit tourist areas. Use the same common sense safety practices here as you would in any city: Don’t go to private places with new friends. Don’t cross the street against the light (I recommend using the over-the-street walkways). Keep a firm grip on your valuables at all times. Leave the bling at home. Don’t dress too provocatively if you want to avoid unwanted male attention. Don’t drink to excess.

They still smoke in Las Vegas...
Something that often surprises visitors from elsewhere in the US is the fact that Vegas still allows smoking in casinos. The larger megaresorts have higher ceilings and good filtration systems, which helps, but the smaller, older casinos can get quite smoky. If you’re very allergic to smoke, Vegas might not be the best destination for you. There are nonsmoking hotels in Las Vegas (such as the Renaissance Las Vegas), but many shows and restaurants are located off of casinos. It’s difficult to avoid it entirely. Bring some dryer sheets to refresh your clothes.

For those with tight budgets...
If you’re in Vegas on a tight budget, stay Downtown or at an off-Strip hotel. If you want to avoid renting a car, I recommend a hotel that offers free shuttle service to the Strip, such as the Orleans (from Bill’s Gamblin’ Hall). For a $7 24-hour pass, you can get between the Strip and Downtown via bus, and food Downtown is a lot cheaper as well. You can also get better deals than the general public on hotels (on- or off-Strip) by signing up for emails at Las Vegas hotel websites a few months before your trip.

Go exploring...
One of the most popular activities in Las Vegas is to explore all the resorts on the Strip, some of which are heavily themed, such as the Venetian, Paris, and New York-New York. Even though the Strip is only four miles long, the square footage inside the casino-resorts can be very high, and hotels are not as close to one another as they appear to be. So wear comfortable walking shoes and take advantage of the free trams, monorails and people-movers whenever you can. There is a free tram between Treasure Island (TI) and the Mirage; one between Bellagio, CityCenter and the Monte Carlo; and one between Excalibur, Luxor and Mandalay Bay. There are people movers (moving walkways) leading into and out of Ballys, one leading into the Mirage, and one at the Venetian. If you have mobility issues, you can rent an electric scooter from your hotel’s concierge desk or an independent rental company.

Check out Downtown...
Many Vegas visitors never make it beyond the Strip to see Downtown (Fremont Street), which is a shame, since it offers a very different experience from the Strip. Downtown is “old Vegas” or “classic Vegas,” where the hotels and casinos are all right off the pedestrian street and you can walk easily from one to the other. A five-block stretch of Fremont Street is blocked off for pedestrians beneath a canopy where you can see music videos overhead every hour from dusk to midnight, and listen to live bands on stages. Downtown offers excellent meal deals and better gambling odds than the Strip.

BONUS - Films about Las Vegas...

Viva Las Vegas (1964) starring Elvis Presley and Ann-Margaret. This was a perfect postcard from the city of shows and gambling.

Diamonds Are Forever (1971) James Bond investigates a diamond smuggling pipeline and a reclusive billionaire.

Rainman (1988) Tom Cruise's character exploits Dustin Hoffman's character who's an autistic savant, by using his amazing memorization skills to win at Blackjack at Caesars Palace.

Indecent Proposal (1993) Robert Redford pays $1,000,000 for one night with Demi Moore.

What Happens in Vegas (2008) A romantic comedy starring Cameron Diaz and Ashton Kutcher.