I think I was most overwhelmed by Caesar's casino than any other. It was enormous. I can't be sure of all the games that were there, but I imagine they have everything you'd be looking for.
If you are a shopper at all, you cannot miss the Forum Shops - try not to get lost! I didn't get to spend as much time there as I would have liked, but from passing through, I saw just about every brand/designer name I could think of!
Caesar's has a large collection of classy/gourmet restaurants. Although I didn't get the chance to dine at any of them, my friend visited Bobby Flay's Mesa Grill and enjoyed it.