At the airport or your hotel's concierge, get a listing and map of all the hotels on the strip with their outside and FREE shows. (i.e., Treasure Island's pirate show, etc.,)
We enjoyed the outdoor shows and walking through the Venetian and, of course, Caesar's Palace. Each of the resorts has a theme and shops/shows to reflect that theme. We actually spent very little time gaming in the casinos.
Sometimes (only sometimes) you can ask a casino floor manager or at the hotel front desk to see if they have any available (last minute) show tickets. Some hotels have an agreement with certain shows/hotels for a certain number of "giveaway" show tickets. There are not many and the giving is at the discrimination of the hotel manager, casino manager, etc. It does not hurt to gently ask, "Do you know of any tickets that might be available here for _____? (I used to work for Harrah's in the Sales Department.)
Also, if you do choose to game - you don't always have to throw away tons of cash to get comps/dinners/tickets to shows. Ask! If you are not rude and don't show with attitude, you might get a pleasant surprise.
Las Vegas over the last several years has expanded their entertainment considerably. Ask the concierge, a cab driver or a casino-working local about their off-time favorites!