Wake up early (I know it's hard in Vegas, but just drag yourself out of bed for an hour, and you can go back to napping) and stand in line at Tix 4 Tonight about 30 minutes before they open (they open at 10am).  The tickets that are available for that night will scroll on screen, and you can purchase them at discounted rates that usually save a decent amount of money.  They have show tickets, dinner tickets, ride tickets. etc.  You take a little gamble to see what they have available for that night, but every time I've been, they have had plenty to choose from.  The key is that you need to be in that line when they open because many of the better shows will sell out quickly in the morning.  After purchasing your tickets, you'll usually go to the actual venue where you'll see the show and get your seats.  It's a really easy, cost-effective way to get a discount on the tickets to what you want to see in Vegas.