I don't gamble either, but there is a ton more to do in the casinos than just that.
At New York New York, they have an awesome rollercoaster.
Just walking thru the casinos is plenty of entertainment.
You have to catch the water show in front of the Bellagio (Free). REALL COOL.
Treasure Island has a pirate show in front of the casino. (Free)
And The Mirage has a volcano that explodes every hour or so. (Free)
The Rio has a Carnival Parade that floats thru the gambling area (Hanging fromt he ceiling (I forget how often,but it's like every 3 hours or so...and FREE)
Go to Ceasar's Palace and window shop in the Mall!!! Amazing! Tons to look at, it's in the style of Ancient Greece. The skies look pretty real and every hour or so it goes from sunrise to sunset. Also, and I can't remember which one, one of the statues (I think Bacchus) on one of the statues animates and puts on a show. (Really cool) Ceaser's palace will kill about 4-6 hours.
Also, it's not THAT expensive, but you can pay a fee at a hotel and go to one of the real cool swimming pools without being a guest. Mandalay Bay, Bellagio, and Treasure Island from what I understand is the coolest. (call and make sure you can pay to get in before driving there)
Then go to the Venetian to do the same thing. Walk their mall and eat Gellati Ice Cream. You can take a gondola ride (But that costs $)
At night, go to a random bar in one of the casino's drink beers and watch free music. Downtown is cheaper for this. The light walk as you suggested (Downtown) is cool as well.
There's a fat burger and and In-and-out burger for good cheap eats. But you have to splurge and spend 20 bucks on one of the all you can eat buffets. (The older the casino, the cheaper the cost.)