If you like Thai food, you can't miss Lotus of Siam. It is a short drive east of The Strip on Sahara (inside the Commercial Center strip mall). They don't offer a tasting menu, but you can do really well by picking a few dishes and asking them to pair wines for you. They have a great wine list heavy with German Rieslings that go incredibly with the meal.

Lotus of Siam
http://www.saipinchutima.com/
953 E. Sahara Ave. #A-5 (in the Commercial Center Mall)
Las Vegas, NV 89104
(702) 735-3033

http://www.offbeattravel.com/siam.html
http://www.lasvegasweekly.com/2004/05/06/cover.html
http://www.msnbc.msn.com/id/3752271/

I also like two of lvnvflyer's suggestions (I haven't been to Table 34).

Bradley Ogden is incredible. It isn't cheap, though.

Bradley Ogden

Rosemary's is really a fun place. And it is very reasonably priced.

http://www.rosemarysrestaurant.com/

Nob Hill is Michael Mina's place in MGM Grand. I really like it.

http://www.mgmgrand.com/pages/dining.asp

Commander's Palace in the Aladdin shops is always good.

http://www.commanderspalace.com/las_...neral_info.php

And I could suggest some other great places without a tasting menu.