OK. Novel time, but I can't help it. We love Vegas! I used to live a couple hours from Vegas and went about once a month. That was about 13 years ago, though, and I always got paid to go with all the free rooms, food, and gas vouchers they would send me. I miss those days.
These days, we try to go once a year. We've stayed almost everywhere on the strip and a few places off the strip. We don't gamble a lot at all, but Wes likes to play Roulette for awhile and I like to play a few slots. We usually do that late at night after we've done some sightseeing and caught a few shows. You wont miss anything Vegas-y not gambling.
October is a nice time of year to go. It will still be warm, but not smoking hot. It will definitely be a nice, warm break from Canada
You're definitely going to walk regardless of where you stay.
For off-strip North, we like the Palace Station. There are shuttles to/from the strip and to/from the airport. The Luxury Tower rooms are what you want there. The rooms are not over-the-top Vegas, but are standard 3-star hotel rooms and the cheapest in the strip area. Tell the check-in clerk it's your first time in Vegas and you'd like a strip-view room on a high floor. You'll be able to see most of the strip from your room and it's awesome at night.
For on-strip North, we like the Encore/Wynn. These are luxury hotels and they have a great pool. I recommend a pool view room on a high floor if you can swing it. You can see the pool, palms, and a glimpse of the strip. Total Vegas.
For on-strip Center, nothing compares to Caesar's. The rooms are pure luxury and they also have an amazing pool. With all to see on the grounds there, plus the shops, you'll want to hit this hotel even if you don't stay there. It's our favorite place to stay if we're going to relax, but not if we're trying to catch a lot of shows because Caesar's doesn't come cheap. hehe
For on-strip South, our favorite is The Tropicana. This one has a touch of old Vegas without being trashy like The Flamingo (which we can't stand). Gorgeous pool area, just smaller than the center strip hotels. The rooms are a bit more standard and not Vegas flashy, but are definitely nice and clean and updated. It's one of the cheaper hotels on the strip and it's right next to Wes' favorite dinner show at the Excalibur. hehe
As far as food, we avoid the buffets, but you do have to try one at least once. In my opinion, the only buffet to splurge on is at Caesar's. It's gorgeous and the food is amazing. It's not as flashy as some of the others, but the food is way better. You can get a great omelet at the Palace Station breakfast "buffet", too, and it's under $10.
Tacos El Gordo is next to the Encore/Wynn and you can get lunch for about $5. There is also a pizza place inside the Wynn that has good pizza at a decent price. Grand Lux Cafe is also affordable on-strip dining in the Venetian. You pretty much can't go wrong with a slice of pizza and salad for lunch anywhere, but Grand Lux has a lot of options for under $20 which is cheap on-strip sit-down dining. Most hotels have food courts where you can get a sandwich or pizza slice and a salad for about $10 or less.
For fancy TV star food, I'd go to any of the Gordon Ramsay restaurants. He has several throughout Vegas and at different price points (some are well over $100/meal, though, so look around for what is in your price range). He has a burger place we've heard is good (called BurGR), but never been personally.
As far as shows, any of the Cirque shows are worth seeing. We don't buy too far in advance for many shows, but for the super popular ones like Blue Man and O, you'll want to buy early for the best seats. If you're only going for a few days, you'll also want to check in advance to see if the show is dark on the days you'll be in Vegas. Most shows aren't 7 days/week. There are tons of online ticket sellers, but you can sometimes get great deals direct from the hotel where the show happens. I've never found Tix4tonight to be any cheaper than what I've seen online, so I wouldn't wait to buy when you're there. We always feel it's better to buy in advance to get the seats we want than to take a chance to save a few bucks. Penn and Teller is a must. We go every time we're in Vegas and love it every time.
My advice to first timers looking to see as much as possible is to stay in a nice, but cheap room and splurge on the shows. You'll only be sleeping in the room anyway. We splurge on a room if we plan on relaxing and spending more time in one hotel (like Caesar's) than sightseeing, but otherwise, the price isn't worth it to us.
Sigh. Sorry about the long winded response, but I hope it was helpful!
