my group of guys goes out to Vegas every year for the first weekend of March Madness. My first bit of advice is at some point in your life, you should go to Vegas for the first weekend of March Madness - it's a freaking blast! So much basketball, so many people yelling for games, the last few years they've tried to be a spring break spot so the pools are open and have deals (it can still be cool at night time, when we first started going the pools were usually closed)
We are way too old for clubs, so that's out for us. Instead we get blacked out drunk daily! We usually sit at Pai Gow Poker (with cards not dominos) - usually at NYNY. They have TV's by the tables so we can watch basketball (which we bet on) while playing a game (more gambling) that you can sit at for ever and lose very little. We usually can sit there for at least 12 hours (drinking heavily) and lose maybe $100. If you don't know Pai Gow, it doesn't matter, the dealer will tell you what to do! We will usually do side bets for even more gambling, which is always more fun
Make sure your party tips the waitress - only need $1 per drink but a full table would get her $6 per pass. after a few hours, if you always order another drink, she will just start bringing them without asking so you will never be without a drink. Usually the waitresses that stay around and they will remember us when we come back each year. Not sure if that's a sign of respect, or that we are freaking drunks....
Don't forget to drink water.
If you plan on playing a while, always get a card. It will at least rack up free starbucks, free burger, etc.
for a quick snack the Sky High at the deli in NYNY can't be beat - so freaking good.
The Bellagio Buffet during the weekend is worth doing, bobby flay's place at CP is really nice, steak place at the Hardrock is pretty Nice when we did that a few years back, but like others have said, if I'm hammered, nothing beats a Fattburger - life changing....
I know the OP already went, but this can be good advice for others. Again, above all, go the first weekend of march madness!