The Luxor, The Bellagio, The Venetian, MGM Grand, the Grand Canyon, Hoover Dam, Ceasars Palace, the Strip, the M&M Store, La Cantina (resturant), the casinos, and the winnings.
Quick Tips: During summer months, bring light clothing, drink plenty of water, and don't overdo yourself. As for gambling, on any given day, bring only what you plan on spending. This will help cut down on overspending/gambling.
Best Way To Get Around: The best way would be walking. However, if you have low tolerance to heat, there are taxi's at all the major hotels. There is a monorail system set up for the main part of the strip.