Vegas is fun and cheap. Some of the shows are $80 or so, but since your room and food is next to nothing, it all shakes out in the end.
I spent 4 days and nights at the Venetian with my wife for about $700, which also included our airfare. While there, we dropped MAYBE another $300 on food and shows, etc...
Not bad, all things considering.
You can get rooms off the main strip for peanuts.