I suggest that you go to the Klondike--turn left after the airport (that is, away from "the strip"), if it's still there. It was a very interesting cultural experience, with fairly tasty 99¢ margaritas, and interesting things like penny-ante games (with cards and a dealer, rather than video machines). The whole place is old-fashioned and was extremely cheap. A good place to warm up without losing too much money!
Then again, I'm cheap and I like to play the nickel slots almost exclusively.