Pai Gow Poker : If you like poker, this is a cool version. Why? The have MUCH MUCH lower minimum bets (and you get the same thrill as winning) than anywhere on the strip (that I know of).
To get a good feel for the game, I would HIGHLY suggest going to downtown and trying the casino's there. As indicated below, almost all casino's have daily 'lessons' that teach you the basics of each game, and they do a decent job. :) The first thing to do, as you seem to have done, is to set aside a daily allowance just for gambling (and DO NOT TAP INTO MORE). Well, I've been going to Vegas (and gambling) for over 25 years, so I know something about this.