For those who are Vegas rookies, here are some tips. For the record, been there three times (2 for fun, 1 for work). This might be a little wordy.
1) For those on the East Coast, best time would be Wednesday to Sunday: A lot has been said about Thursday to Sunday however I did the 5am Thursday flight the first year and the 3pm Wednesday flight this year and I would take the Wednesday one any day of the week. It'll cost you extra for the hotel, however they are usually cheaper on Wednesday nights. Plus you'll have an extra day to acclimate to the time change and booze.
2) Hit up Walgreens by Palazzo: It's a great location central to the strip and you can stock up on everything imaginable. As it's been said here, stock up on Booze, but also to make sure you get water, food, and drinks with electrolytes (Gatorade, Pedialyte, etc.).
3) Pool Parties: While they are a good time, IMO they are NOT a Mandatory stop. The two times I went for fun we stayed at Venetian and Encore, and the regular pool scene is much better than you would imagine; still a ton of quality bytches at the regular pool. Both times was able to pull girls from the regular pool. Also, with Encore, if you have a bag, you can bring your own beer as long as it is not in a glass bottle. Beer is between $8-12 each, so bringing down a bag full of canned beer will save some money. Plus you can hear the DJ's spinning from the respective pools.
4) Make sure to rest before the clubs: Might sound a little absurd given vegas, but this will help. First time I was in Vegas I went 35 hours straight boozing and mixed in coke (first and only time. Never again), and I crashed and burned the following night. Last time out I boozed at the pool until 4/5pm, slept until about 8, and was ready to tackle the night.
5) If you go to the big clubs, get bottle service: If you're with a large group of guys, it's the only way you're getting in unless you want to wait hours in a huge line and pay $40 for cover (and whatever you pay to bribe a doorman). Bottle service saves you hassle and time (usually still have to wait, but it's like a 5-15 minute wait depending on who's at the door). Also, you have a decent amount of room to relax and bytches flock to tables. Which leads to...
6) Have someone make fake drinks: A friend of ours made drinks consisting of OJ and Cranberry juice with a drop of vodka to top it off. Chicks taste the alcohol off the bat and assume it's a strong drink. Having someone do this will allow you to drink more of the booze you ordered.
7) Make sure you are able to part with money: As someone said earlier, can't be emotionally attached to money. I dropped about $1200 last trip ($800 for clubs). Nothing is cheap out there, especially if you're not a regular and buying everything in the casino. If you're looking for a quick bite to eat that won't set yuo back, there's a huge food court across from Wynn/Encore that has a ton of options.