Yes, definitely get tickets for Copperfield. There's usually a 7 pm and a 10 pm show everyday. Sometimes even a show at 4:30. Fantastic show. If you're lucky, you might get chosen to be part of the "13" illusion. A word of warning: If you or anyone else at your table order a drink, hold onto it tightly when the 13 exercise balls are thrown into the audience
If you're into it, see the Blue Man Group (Venetian) or Cirque Du Soleil's "O" (Bellagio). Both are amazing and totally worth the money.
Although it's pricey, check out the roller coaster at the New York New York. It's CRAZY. If you want more rides/roller coasters and such you could head down the strip to the Stratosphere and the Adventure Dome in Circus Circus.
Make sure you see the free volcano show in front of the Mirage. They re-made it to be much more than just one eruption. There's tribal music and synchronized torches in the water and everything.
From there you can walk to the Bellagio. See a few of the fountain shows while you're there. They're pretty fantastic. (If you've seen
Ocean's 11 you should check out the Bellagio itself. It's awesome).
Speaking of free shows, DO NOT see the "Lake of Dreams" show at the Wynn. It was basically a giant inflatable frog that appeared over a fountain and sang a country song. Very bizarre.
And finally, make sure to see the "Siren's of TI" pirate show in front of Treasure Island. It's also free. Here's a tip that most people don't know: About 30 minutes before the show starts, people start crowding around and filling up the boardwalk thing that surrounds the ships on the water. Unless you want to get there early so you can be squashed together with a bunch of drunk, sweaty people, don't waste your time. Instead, avoid Treasure Island completely and walk across the street to the Palazzo. There's a balcony outside that's above street level that gives you a perfect view of the show. And, there are a lot less people.
Have fun!