Stock up on Beer and Water! by Jabberjenn
When you get to Vegas, go to the local Walgreen's, CVS, etc (whatever is closest to your hotel) and buy a 12-pack or a case of bottled water. You can also buy a cheap styrofoam cooler for a few bucks. Then head on over to one of the several liquor stores scattered around town and buy a case of beer! When you get to your hotel, you can fill the cooler with ice from the hotel vending machine room, and AHA! Ice cold beers and water ready for you at any moment!
The water comes in handy when you wake up with a hangover and is also useful for carrying a bottle or two down to the pool.
Since you can basically walk ANYWHERE with a beer in Vegas, it's nice to have your own stash in your room, so when you head out for the evening, you can grab a road beer or two for your walk to your next destination.