Hola Donna! In Las Vegas all shows are pretty cool. I suggest any show of the greatest Cirque du Soleil. I personally recommend Zumanity, O, Mystere, Zarkana and Le Reve. Blue Man Group is also a great show. I believe Celine at The Colosseum at Caesars Palace will be back until August cause this is also an outstanding show.

Hope this helps to take the right decision.

Saludos!

Great question. There are SO many and most of them are really great. I'd go with what you think you'd be into. As others have said, it's hard to go wrong with the Cirque shows. My favorites include O at Bellagio Hotel and Zumanity at New York New York Hotel & Casino. I've heard amazing things about Le Reve at Wynn Hotel Las Vegas. 

If you like some edge, Absinthe Las Vegas at Caesars Palace is fun. I've seen Blue Man Group (just not at Monte Carlo Resort and Casino, where they typically perform) and they were great. It's a really fun show. 

Also, if you're on a budget, you may look for some of the half price ticket boxes. There are a couple locations along the Strip, including Fashion Show, and they sell half priced tickets the day of shows. So you'd go there the day of a show you want to see and they list the different shows they have tickets for. I did that for Gordie Brown at Mandalay Bay Resort and Casino and got front-row seats. 

"Mystere" at Treasure Island is funny with a story line, but has unbelievable athleticism and daring; this is the most rounded and delightful of the Cirque du Soleil productions in Las Vegas. Go at least 15 minutes early - the pre-show will also delight.  Surprising to me, and a close second is "Love" at The Mirage.  I'm not a big Beetles fan, but the three dimensional dynamic design of the performance while in a theater in the round was spectacular.  Again the show had a story line and the performers were close, very close - about 1/2 way back are probably the best seats to see evolving design and to still feel you are on top of the performers - correction the performers on top of you!  You cannot go wrong with either production, enjoy.

For classic shows:
Of the Cirque du Soleil shows my favorite is "O" at Bellagio Hotel.  It's simply spectacular.  Blue Man Group at Monte Carlo Resort and Casino is an entertaining show as well... I was surprised I liked it so much (I went in somewhat skeptical).  I haven't seen it but I've heard many people say they really liked the Jersey boys show at Paris Las Vegas as well.

For concerts:

There are also great music venues here.  The Joint at the The Hard Rock Hotel & Casino and House of Blues at Mandalay Bay Resort and Casino always have good acts in town

Headliners:
One thing I've learned about living in Las Vegas; everyone eventually comes here.  If you have a favorite comedian, singer, band, act...check the schedules.  You may get lucky!  www.bestofvegas.com is a decent site to peruse...

Pick a Cirque Du Soleil - any one will do, they are all great.