Planning a trip to 'Jackpot City' - Best time to visit and things to see?

My friends and I are planning a big getaway to what we've dubbed 'Jackpot City' for a long weekend. We've heard amazing things about the nightlife and the attractions, but we are completely overwhelmed by the sheer amount of information online. Could anyone who has visited share some advice on the best time of year to go? Also, besides just the casinos, are there any must-see local spots or unique neighborhoods we should dedicate time to? We want a mix of fun and some actual culture, not just spending all our money at the tables. Any tips on transportation or where to find good, affordable food would be greatly appreciated!