It sounds like your problems were more with Caesar's than Las Vegas as a whole. Also, it's pretty unfair to say you'd rather travel "to Europe" than Vegas--how can a single city (one largely based on imitation, skin-deep shallowness, and tackiness overall) compare to an entire continent filled with history, heritage, varied georgraphy and culture, and sophistication?
Don't take this the wrong way, because I like visiting Scottsdale, but that suburb is also a bastion of shallowness and insecure wealth flaunting. Perhaps Las Vegas felt too much like home?