Assume you mean Celine Dion, her show is at Caesar's Palace

not MGM.

However, anybody can go to any show as long as you buy the ticket. doesn't make any difference where you stay.

The best places to stay on the strip, imo, would be Bellagio, Venetians, Mandalay Bay. Other than that I would go by prices, but would rule out Excaliber, Aladdin.