Originally Posted by T.G

IIRC there are some little shops down on Freemont Street @ the Freemont Street Experience area.
Check the cab prices ahead of time though, it's a haul from Caesars down to Freemont St.

Bonus: if you're into beer, the Triple-7 Brewery in the Main Street Casino is less than a block from Freemont street. Well worth it - good food, good beers. Their sampler is like $6 and has five 6oz pours. The brewmaster's tap offering changes all the time (it's not in the sampler though) - when I was there about 6 weeks ago, it was a nicely done cask-conditioned Saison.