If you're a sci-fi geek like me, how about a roadtrip to Area 51? My wife and I did it once year. It's about 3 hours north of Vegas in the middle of nowhere . You cant actually go into the base but you can see sights nearby including the Little A'le'Inn grill and hotel!
I've also done the Red Rocks (gorgeous), Hoover Dam (boring) and Grand Canyon several times (awesome). We have also never been able to find lodgings inside the park, but you should have no problem finding cheap accomdations in Flagstaff. As somebody else mentioned, it's a really cute college town with lots to do. We actually camped at a campground just outside the park grounds.
As for Vegas itself, I've been about 6 times and stay in a differnet resort each visit. My favorite so far as been the Aladdin (soon to be Planet Hollywood casino) because the rooms were HUGE for the same price as we had paid the previous year at Luxor. We once stayed at Lady Luck for only $25 a night and that included an all-you-can-eat-and-drink steak dinner.
My favorite all-time gambling spots are The Palms and Hard Rock Casino. Both cater to a younger crowd (well dressed hipsters age 21-30); but my friends and I are much older and always have a good time at both. On my last visit, I won enough at the Hard Rock playing craps that I paid for my entire weekend including airfare and hotel! But now that we live in Vegas, I probably wont be going back for quite a while!
If I had the money to splurge, I would stay at Mandalay Bay for the gigantic pools and water park but it's a bit off the strip.
Other stuff to do in Vegas: the roller coaster at NYNY, GameWorks huge arcade, dining and people watching at Wynn's and Belagio, window shopping at Caesars and the Venetian (honestly I'm not sure why people go to Vegas to shop, as it's very expensive); and just aimlessly walking the strip and seeing the sights while walking down the sidewalk with a giant yard of margarita!
