Wagner,
Wow, lots of good Vegas advice from friends you have not met yet. Greg A. was right in his Live Chat thread about NFBC players being special "Community" of friends.
Here is my two cents if you have not been to Vegas before.
1. Get your bearings: Link below is of "The Strip" (Las Vegas Blvd). Bellagio is great location, right in the middle of the Strip.
http://www.vegas.com/lounge/map.html
It will be hard to see everything in a 3 day weekend but I would at least try to visit the mega-resorts (Bellagio, Wynn, Venetian, Caesars, Mirage). Can visit off strip casinos and old downtown Vegas/Freemont street on another trip.
2. Regarding gambling - Probably good idea to set personal limit each day for how much you can afford to loose. As per Fast Money, anything you win is a bonus. Vegas is always more fun when big sporting event (boxing match, UFC, college bowl games, NFL playoffs, etc) are going on, but being there for NCAA March Madness is hard to beat. You can wager a small amount of money and have fun making it last by wagering $10 on 3 team NCAA hoops parlay/teaser and hope all your teams win/cover. If you make wager at sports book and win you do not have to be present to cash ticket, you can also mail in your ticket up to 6 months from end of event and sports book will mail you check. This will allow you to make future bets if you want...right now your Astros are 75/1 odds of winning the World Series.
If you are gambling, either at tables or slot/video machines...DRINKS ARE FREE! This includes soda, coffee, and especially alcohol. Just make sure to tip your hostess
3. Hotel/Cabs/Rentals - March is peak season for Vegas so flights and hotels more expensive during this time. If you check rates again during summer months you will see the difference. Hard to beat the experience and convenience of staying at Bellagio. If you stay at Bellagio or resort within walking distance I do not think you need a renal car to get around.
4. If you are at bar watching a game and minding your own business and an attractive lady starts talking to you and calling you "baby", "honey" or "sweetie", it might not be because of your charming smile or vinatage Luke Scott Astros replica jersey...an evening with one of these ladies of the night might cost you more than a drink
Have Fun!
- Chris