@jrcornel love Las Vegas. There is always so much to do and see there. If you go to Las Vegas again I would suggest to you the laugh factory. Some really great comedians go through there. It is also hosted at the Flamingo. Cirque du Soleil is amazing, a bit spendy but so great in my opinion. Also use Groupon to find some really good deals on everything, food, shows, massages, etc.... Hope you had fun!
Aquí en Perú (Lima) también hay un lugar parecido como Ud. menciona "la palabra de la risa". El lugar exacto se llama "La Alameda Chabuca Granda", con sabor peruano :). Saludos.