It’s a bit of ride from the main strip, but Freemont Street is pretty cool. We stayed right on Freemont Street, and the light + music displays on an evening on the covered street was cool. Pretty much anything between there and just south of the Strat was definately a bit uncomfortable walking through in early evening though, I wouldn’t want to move around there after dark. We only had the one evening in Vegas which definately wasn’t enough, but the aquarium inside Caesers (I think) was really cool, and the Bellagio fountain display at night is a must.

Not sure what the weather will be like in March, but Lake Mead was really nice too. I found the Hoover Dam over-rated, though it was packed with people in mid-July! Might be quieter in March and isn’t too far from Vegas with plenty of tours heading out that way.