Dude. Shoot machine guns!
http://www.thegunstorelasvegas.com/rental.htm
I shot an M16 and an MP5 on my first trip, and I'm definitely hitting them up again next time I'm in town.
As for food... I don't know if it was just my bad luck, but all the fine-dinining-ish american/french/contemporary I did sucked, but ethnic food was top-notch. VooDoo at the Rio especially was just expensive crap.