Palazzo/Cosmopolitan if your budget allows. Hit up XS (Encore) and Marquee (Cosmopolitan). As for shows, I've seen Ka, O, La Reve, Celine Dion (yes she is awesome) and the new cirque show MJ ONE. I highly recommend Ka, O and MJ ONE (MJ one is more dancing than crazy acrobats though)
Was there recently, stayed at the luxor. It wasn't that bad, although the hotels are essentially the same. As for activities shows are always the best but they're costly.
Wise words as always, Durl. haha. Thanks for the advice. I refuse to listen to celine dion though. Everytime I hear her voice I think of the Titanic sinking.