Whilst in Vegas you have to visit Caesar's Palace Hotel. Apart from the usual attractions within the hotel, including Race for Atlantis, they have a great shopping arcade called The Forum Shops.
The shops are set in a Roman theme with Roman gods looking down on you whilst you shop, lots of fountains and statues, etc.
Some of the statues come to life at certain times to give entertaining shows and the room is made to look like sky, which changes from day to sunset to night as you walk along.
There are lots of different shops and restaurants to visit and all in all is one of the best shopping areas in Vegas.