T.F.
I personally don't care for Vegas.
I do drink, we don't gamble, I do not smoke and I HATE smoke and I don't have breathing issues. I will not frequent any establishment if smoking is inside because it bothers me and then I feel like I have to shower afterwards to get the stink off me. I've been to Vegas a number of times on business trips and you have to go through the smoky casinos to get where you are going. On the other hand, my husband LOVES Vegas and would move there in a heartbeat.
My favorite go to spot for my personal alone vacation and with girlfriends is South Beach in Miami. I LOVE that place.
Since you are in AZ, how about a CA location such as San Diego, Los Angeles, Napa Valley? NYC is a great trip as well.
You get what you pay for, think twice about going so cheap.