I super don’t recommend trying to walk everywhere on the strip, lol. Not sure if you’re staying right on the strip, or not, but the distance between each hotel is very deceiving. People think it isn’t far to walk a few hotels down, but they would be wrong. So wrong.
Definitely see the Bellagio fountains. If you like roller coasters, the New York New York has an awesome one.
Everything is expensive, lol. We don’t do the club scene, so I’m no help there. But the strip restaurants are amazing. Margaritaville is excellent for people-watching. The Eiffel Tower restaurant at the Paris hotel is stupidly expensive, but the food is AMAZING. Mon Ami Gabi - also at the Paris is also excellent but for less money, lol.
If you’re looking to see any shows - all of the Cirque shows are recommended. Our favorite was ‘O’. Again - not cheap.
Visit the hotel pools, they’re like nothing you’ve ever seen. Mandalay’s and Cosmo’s are my favs, but they’re all must see.