First, what is your taste or favorate, production show, comedy, adult or magic, etc. Check http://www.vegas.com/shows/index.html for shows.
I haven't watched much, but I like O by Cirque du Soleil, blue man group, Jubilee. My hu*****and also likes Amazing Johnathan. In Vegas, there is a place called ticket-4-tonight (two locations on main strip), they offer half price for shows at same night, you have to be there at 11:00 am to buy ticket, it is good bargin and they do have some Cirque du Soleil shows, but overall limited choices for less popular shows.