If you can't find a good deal on the strip, look at the Orleans hotel, it's just across the freeway from the strip, larger rooms and usually good rates. Not much on atmosphere, but you'd probably want to head to one area of the strip and just wander. Nearly every hotel has some sort of 'entertainment' for the non-gambler, just check some websites to see what appeals to you.
If you don't have a special performer you want to see, I'd recommend one of the Cirque du Soleil shows - everyone should see one in their lifetime. I've also heard good reviews of Elton John and for magicians, Lance Burton.
Check out the websites of the newspapers
and the local public radio station