Blue Man Group -- If you haven't seen it yet, make time. It's phenomenal. One of the most creative shows I've seen. Now, it's moved to the Venetian.
"O" at Bellagio -- another MUST SEE! Don't even hesitate at the price. Just go. It's worth it.
Anything Cirque du Soleil -- Mystere and O are my favorites, but Ka and Zumanity are also awesome.
Penn & Teller -- Great show. Magic and comedy. See article below
Jubilee at Bally's -- a great show in the tradition of Las Vegas topless reviews
La Reve -- the new show at Wynn Las Vegas. It's a little too much like "O," but it's still a great show and it has a really creative stage setup.
Mystere -- The Cirque du Soleil show at Treasure Island. Great show from the Canadian circus, and less expensive than O.
KA -- Another Cirque du Soleil show, but this one is at MGM Grand.
Danny Gans -- Super popular show at the Mirage Las Vegas. Gans is a great impressionist and entertains audiences night after night.
Avenue Q -- The Broadway show comes to Wynn Las Vegas. Not suitable for kids, but highly entertaining for adults.