Most of it is personal preference. I went just last weekend with some buddies to watch the McGregor fight, and it was quite entertaining.
I don't like staying downtown (unless Nugget), but I always love spending an afternoon there. People watching is awesome, gambling is cheap, and you can walk from casino to casino easily.
Four Queens is a typical downtown casino, but if you are interested in romantic dinner with wife, Hugo's Cellar is a great little secret of a restaurant. They will greet your wife with a rose, serve an awesome table-side salad, and have a great wine list and staff sommelier. Reservations are necessary.
I have seen all the Cirque shows and usually you cannot go wrong. My favs are Love and Zumanity (funny as hell). Absynthe was also entertaining, and my wife has made me take her to BAZ twice. BAZ has some fun ($$) seating that you actually get a table on stage and are a prop in the show.
Been to both Copperfield and Chriss Angel and am hard-pressed to recommend either. Blue Man Group gave me a headache, but as I said, personal preference.
Done the Hoover Dam thing (recommend), been hiking in Red Rock (recommend). Have not done the helicopter tour of Grand Canyon, but on my bucket list.
Have fun.