The "Show in the Sky" at the Rio is good.
The Pirate show at Treasure Island is even better.
They are both free and run numerous times every night.
Check out the Carnival Court at Harrah's they have bands out there every night and the place has a party atmosphere.
The $20 for $40 worth of slot play at the Riviera is a rip stay clear of that, but I think they do give out free decks of cards and such.
Downtown I know the Four Queens has a free slot pull.
Fitzgeralds gives out free lightshow posters.