One of the things that I hate about going to the strip is the horrible restaurants. They are horrible in that they are either very poor quality or they are extravagantly expensive...or both. That's why I always recommend people go to the Grand Lux Cafe. They aren't cheap, but at least you get better quality food for your money. Owned by the same group that brought you the Cheesecake Factory, the Grand Lux has a large menu, but not the phonebook menu with ads that you get at Cheesecake Factory. The food is a little more upscale I find as well.
I love the Asian Nachos (Crispy Fried Wontons Covered with Chicken in a Sweet-Hot Peanut Sauce. Topped with Wasabi Cream and Melted Cheese). I almost always get the amazing Shaking Beef (Southeast Asian Inspired! Pieces of Beef Tenderloin, Red and Green Onions Sauteed with a Mildly Spicy Marinade. Served with Steamed White Rice). Also, take advantage of A Box of Warm Homemade Chocolate Chip Pecan Cookies, because they are amazing. You have to order them at the beginning of the meal, because they do bake them fresh. I always eat them later at home anyway.