Affordable/fun things to do

My GF, her brother, and myself will be heading over for 3 days at the end of the month for my GF's 25th. If you can drop cool places to check out or places to eat. We will be staying at MGM grand. Also, she wants to go clubbing so if anyone knows how to go about getting on a guest list or things like that. I would appreciate any and all advice/suggestions!!