If you ask, they do have chips and peanuts, but not real food. I think you can bring food in though.
I would try the caipirinha - probably the best one I have ever had.
I know my wife always gives me funny looks when we go there though - let's just say the cocktail waitresses are almost in their underwear.
I would definitely bring your own cigars as well, the prices are about 2-3X MSRP.
Hopefully this link works:
http://www.simon.com/mall/directory.aspx?ID=224
That should be a directory. There are several restaurants in the mall itself.
Restaurants (order via wait staff)
BOA Steakhouse
Cheesecake Factory, The
Chinois
Il Mulino New York
Joe's Seafood, Prime Steak & Stone Crab
La Salsa
Planet Hollywood
Spago
Sushi Roku
The Palm Las Vegas
Trevi Italian Restaurant
La Salsa has some great margaritas.
The mall is actually pretty large, it is a good long walk from Casa Fuente to the Cheesecake Factory for example. Casa Fuente is pretty close to the strip entrance. If you go all the way up to the top of the front section (spiral escalators) there is another escalator that will take you into the main portion of the mall right next to Casa Fuente. The way the mall is setup is kind of frusterating, you have to walk around the circle to access the main/older portion of the mall. If you have never been there this probably won't be an issue though.
Also, there are plenty of restaurants in Caesars Palace and right next door at the Mirage.
What hotel are you staying at?
In terms of restaurants, I would check out Nine Fine Irish Pub at NY NY (really good hamburger). If you are looking for something a little fancier, Bouchon at the Venetian is good (it is in the back near the hotel check-in) and the Bellagio buffet is amazing!