é @ Jaleo is very good and if you can get a space then I'd definitely say it's an experience worth having (just make sure everyone turns up
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You basically are eating in a miniature dining room and you have your own chefs preparing each course of a tasting menu in front of you. A group of us did it this summer in Vegas and it was a sick experience as I'm sure Cos, BITB, Sunny or Alex will confirm.
Wow that sounds incredible.
Here's a review of it by one of the food critics in Vegas
http://www.kevineats.com/2011/01/e-by-jose-andres-las-vegas-nv.html. It's definitely worth trying to do while you're there if you can get in, from what I can remember I think they do 2 sittings a night and each one is around 3hours. Sunny booked it all up and I think he had to email them asking when they could fit us in.
Yup, I deffo recommend é at Jaleo. If you are into your fine dining and don't mind trying new and quirky ideas, then it's a must go. I had to get in touch with the restaurant and make a booking in advance. They take credit card details on the form you need to fill out. As Marky said theres 2 sittings a night, each with 8 seats. You don't have to go in a group of 8, they'll just fit you in with other guests. Give it a go!
Another restaurant not mentioned yet is Picasso. Supposed to be amazing and probably the one meal you should try. I, unfortunately, haven't been yet, but that's supposed to be the consensus from the 2+2 foodies.
Clubs: XS, Tryst, Surrender (I'm guessing the fact you are going as couples shouldn't change how good these venues are?)
Bars: The one at top of Palms, think it's called Ghost bar. Just for the view and to start things off, woudln't spend the night there.
Have fun.