For a traditional Vegas "big production" musical, Jubilee at Ballys is a must. Most shows are topless, but sometimes there is a covered show if that's a problem.

For a more modern "big production" musical, one of the Cirque du Soleil shows. My recommendations would be "O" at Bellagio, or "KA" at MGM.

If they don't want to spend $100+ for tickets, one of the smaller shows like Jersey Boys at Paris or one of those that give away tickets outside Harrahs, like Improv or Legends in Concert.