What time are you arriving? Usually, you gotta get checked into the hotel first so you can dump your stuff. If it's meal time, then find a restaurant. If it's daylight, then the pool might be the way to go. If it's evening, then alcohol, clubs, shows, or naked ladies is the way to go. If it's really late, go hang out at a bar and play "spot the hooker". Gambling is good any time. If it's a first visit, then walking the strip in the early evening is recommended - watch the Bellagio fountain show, catch the Mirage volcano.