You know actually I have to say that I loved going in early January. Yes, it was cold, BUT there were no lines anywhere, the cities were still sparkling with holiday lights and the ticket prices and fares are generally a bit cheaper!
Las Vegas is all about providing you with the perfect choice. You can afford to be picky, so drop any shoes that don't immediately scream "Me! Me! Me!" Look to your interests and remember, you're paying for the quality. Make sure it's something you absolutely love, not just something you've heard might be good. Nevertheless, you should try to hit up a big-name show like Celine Dion or Penn & Teller while in Vegas.
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