I was just there and the famous ones on the strip would have been pretty neat to stay in (Ceasar's, Bellagio, Luxor, Mandalay Bay in particular) though I'd imagine pretty expensive. I've seen really cheap rooms at the luxor for non-weekend nights. we stayed off strip with a free shuttle and it worked great for us.
There are a few posts from our trip on my blog, cfidsangel.blogspot.com; I will try to post one here, too.
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