There are LOTS of Vegas things to do. If you haven't been before, you can spend a couple of days just checking out the various casinos built/remodeled in the past 10 years or so- Mirage, Belagio, Stratosphere, Venetian, Caesar's, MGM, NewYorkNewYork, Luxor, MandalayBay. See below for bigger list of Vegas stuff.
There are at least 2 indoor shooting ranges that rent full auto, but if you want to do much shooting it can get expensive. Check the phone book.
My wife likes slot machines and doesn't like for me to watch, so one trip I searched the phone book for gun and knife shops, and drove around visiting them. I found one good knife shop but the gun shops were fairly average or below average.
There are some good places to visit that are a short drive away- drive up Charleston Mountain and see the forests and snow, drive to Hoover Dam and look around or even take the tour, Drive through Red Rock state park. If you have enough time, you can drive to the Grand Canyon or Zion National Park.
More Vegas stuff-
Mirage- white tiger exhibit, secret gardens (small zoo) behind the casino
Belagio- fountain show in the lake in front of the hotel
Stratosphere- go up in the tower at night and see the view
Venetian- see the lobby, the indoor canal and shopping mall, all the way to St. Mark's square
Caesar's- see the large shopping mall, including a store with at least a dozen exotic cars
MGM- see the indoor Lion exhibit
Luxor- see the inside of the pyramid, plus they have a great buffet
MandalayBay- see the aquarium
Mirage, MGM and Mandalay have great pools (or rather pool complexes)
Downtown the GoldenNugget is nice, and at night you can see the light show nearby, called the Fremont Street experience
At the top of the ImperialPalace parking garage they have a great automobile museum.