The Forum in Caesar's Palace is a huge mall with all the typical retails stores (H&M, Apple Store, EB Games, Banana Republic, A|X, etc)
There's also the Miracle Mile at Planet Hollywood as well as Crystals (more high end shops) at Aria.
There's also 2 Premium Outlet shops within driving distance as well.
Shows ... there's a lot of different "Cirque" shows scattered around. The consensus is that "O" at Bellagio is the best one. La Reve was pretty good too. David Copperfield was an entertaining evening, don't think anything really "rocked my world" but the term is subjective...
When in Vegas you GOT to have at last 1 buffet. Recently the re-vamped Bucchanel Buffet at Caesar's Palace is by far the best buffet in Vegas right now. Everything's super fresh and the selection is premium. Wicked Spoon Buffet at Cosmo is also nice, I would recommend going for lunch as it's a much better deal. Rio hotel off the strip features the BIGGEST buffet I've ever seen, the rows of food variety is endless, but doesn't match Caesar's quality. Aria buffet was good too, Wynn buffet is occasionally mentioned as a "good" buffet but I find it overpriced, you pay for the decor.
For regular dining, as mentioned above LemonGrass is pretty good if not a bit overpriced. PRIME steakhouse inside Bellagio is my personal favourite. Many celebrity chefs have restaurants ther but I didn't have the time (or money) to check them all out so just have at it!

Casual dining, Earl of Sandwich for delicious hangover sandwiches.
If you're in the mood for some EPICNESS ... go for Carnegie Deli in Mirage for some late-nite/anytime corn beef!

THIS rocked my world lol!