Our favorites are:
Lake Las Vegas - It's the old Ritz Carlton. Has a boat ride and has had a floating ice skating rink in the past. It is modeled after old europe and has a cluster of cobblestone style narrow pedestrian only streets with zig-zagging lights bulbs on a string overhead. There are interesting shops and restaurants and a parterre garden with a gas fire in the middle. The gelato is our favorite. There is also hotel on top of a bridge that spans the 'lake' near the inlet. you can walk on the bridge, the rooms are above. I have seen paddle boats there too.
It is about a 30 min drive from the strip, but it's always quiet. Call first, they are always having financial struggles and I can't promise what you might find.
Ethel M. Chocolates - This is a fine chocolate factory created to honor Momma Mars (as in m&ms and mars candy bars etc.). You can walk through the factory and see how they make chocolates. You also get a free chocolate at the end. Outside is the best cactus garden in Las Vegas with many varieties that you won't often see in Vegas.
The Bellagio fountains and Conservatory/Atrium - No need to explain the fountains, but take a quick stroll inside just past the front desk to visit the conservatory. They change it for different holidays. In the past it has been Christmas themed this time of year and they brought in tons of tall evergreens and complete with snow. They always create animals out of thousands of flowers and have jumping fountains that they move around with each new display. I am always amazed at the size of the material they bring in.
The new Lake Mead bypass for the Dam is pretty impressive to see if you like cool bridges.
If you like hiking:
Red rock canyon has lots of cool hikes
Sloan Canyon has tons of petroglyphs and is probably a mile long. You do need a high clearance vehicle to get there and probably 4wd. It's not terrible, but I wouldn't take a my camry on it

Stock trucks will do fine.
Anniversary Mines is an easy slot canyon with a couple of mines along the way. Also may need 4wd, and the road washes out sometimes and gets closed.
Fees for Red Rock and Anniversary Mines (Lake Mead). The rest is all free.