I'm headed to Vegas in a week for SHOT Show and plan on bringing my gear too. One thing I would recommend not bringing - your credit card(s)!
Or leave it in your room when you go out gambling.
What type of memory card(s) do you have? I recommend making sure you either have enough of them or bringing a laptop or other storage device with you to download.
Be careful when shooting inside the casinos. Their security will stop you, so do it quickly and move along. And if you enjoy the "other" type of shooting, stop by the Las Vegas Gun Store to shoot some full automatic rifles. I plan on doing that, and getting some cool pictures of my friends doing it too.
Do you have a remote? You should be able to find someone on the strip to take pictures of the two of you. But just in case you don't, you might want to get/bring one of those. I love Vegas. Have fun!