There is a boutique hotel whose lounge I have heard great things about called the Artisan- think Rank the Swank quality. It's located off the 15 and Sahara. I'd definitely be interested in checking it out with you
As for big Cirque shows, I recommend O, Ka, and Mystere in that order. Zumanity I believe you would quite enjoy as well, but it can't really be compared to the others as it is very unique.