Of course, in Vegas there is always the FREE entertainment and then there is always the entertainment that you pay for. This is about the free entertainment.
Most of the casinos are entertainment in, and of, themselves. And you don't even have to pay for anything.
For example: New York, New York has the 'downtown' food court where it's almost like you're walking around in New York (well, except for all the muggers and the trash and what not). The MGM has the Lion Habitat where you can watch the lions. Planet Hollywood has the mall (as does Caesar's).
Anyhow, places/things we did to entertain ourselves that did not include spending money:
MGM Lion Habitat--I think we stopped here every day at least to just watch the lions for a while
New York, New York food court area--we ate lunch the first day here.
Planet Hollywood Mall
Planet Hollywood 'Lost City' and thunderstorm
Planet Hollywood free entertainment by acrobats (buskers)
Bellagio seasonal floral display (year of the rat)
statues at Caesar's, Bellagio, Paris
The Shoppes at Caesar's
Sirens of TI show
and we tried to check out the White Tiger Habitat at the Mirage, but it was closed in November of last year.
and finally Television City at the MGM where you watch a TV show that hasn't aired on US television yet so you rate it, and it helps the TV execs decide if the show gets aired or not. I have a feeling that Moonlight and Aliens in America are two shows that got the greenlight because of Television City. Furthermore, since they're always looking for reviewers, you can watch like 3 different shows if you want. After you watch the show, you fill out a survey and they give you coupons to use at the MGM for food (10% off at the CBS store, 2 for 1 at Nathan's Hotdogs, 2 for 1 at Haagen Daas, $3 off at Starbucks, 2 for 1 at some pretzel shop in NY, NY across the street, and a free appetizer at the Rainforest Cafe)
Of course we walked everywhere. The only times we didn't walk was when we were driving to/from the airport.
In the past, I've also gone to the Venetian, the Flamingo Habitat at the Flamingo, wandered around the Luxor (which they're apparently getting rid of the Egyptian theme), watched the Mirage Volcano and went to the Fremont Street Experience.
All things to do for free.
Who says you have to spend money to be entertained in Vegas?