2 Must-do's:
find someone who is a member of the foundation room (universal membership across the US) and get into the Foundation room atop Mandalay Bay.
ALSO, you MUST go to the ghost bar. You can buy a pass that gets you into the Ghost bar, Rain, Moon, and playboy club for 50-60 bucks whereas each cover is 35.00 per club(All within the Palms). The ghost bar has a rooftop bar that overlooks the entire city. The women are unreal...