I'm going to Vegas in May...any suggestion or must see and do's.
One fun thing is to rent a Harley from Las Vegas HD. Very nice people and it's $190 for 24 hrs and includes the helmet. There's always someone at the dealership so you can return at any hour. They had five ride destinations last time I was there. I liked Red Rock Canyon and really liked the Ring of Fire. Google for info but both are great trips by cage or bike. Gets you outside Vegas for part of a day. I have yet to make the Death Valley trip.
Cheapest beer can be found at Casino Royale. They run one dollar specials every day for margaritas and bottle beer. Casino beer is still pricey unless you are gambling- then it's free. So your best bet then is any ABC store. They are all over and cheap with a good selection. A lot of Casinos have an ABC store. I don't gamble so no free beer.

Best sports book is Mandalay Bay- biggest big screen I've seen.
I also like the RIO casino. Cool Mardi Gras themed floats going overhead and good stage acts throughout the day right in the casino gambling area- FREE entertainment.
Lastly, because I could go on and on, I recommend hitting downtown at the Fremont street area at night for the overhead laser shows.
Everywhere you go is a good time.