I can personally recommend the Mirage, Bellagio, Caesars Palace and Treasure Island if you like a bit of glitz - if money's not a problem I'd probably plump for Harrahs or (better) Ballys. Additionally, if money's really not a problem, take me with! :o)
p.s. I've not stayed there myself but the Venetian is apparently gorgeous - some friends of mine just came back from there...they said it was quite pricey tho'
I would say The Venetian is the one to go for. If you book via an accommodation agency on arrival in the town you tend to get good rates, but you can't be sure of getting your first choice, especially at the weekend. If I remember correctly a couple of years ago a room in The Venetian was about $175. My second choice would probably be Bellagio, or maybe Mandalay Bay which I thought was very nice.