Always a good dance bands at Cleopatra's Barge at Caesars Palace. Make sure that it isn't an off night where they have DJ's sometimes. Also there is a great band called Boogie Knights. They play 70's Disco and are all excellent musicians.
If you like Rock and Roll the best local band that plays Rock is Yellow Brick Road. They play everything from Yes, Zeppelin, Arrowsmith, some Elton John,Hendrix ect.. Top notch players. They play at Suncoast, and Boulder Station as well as a couple other places.
At the Bellagio they have good bands in the Fontana's lounge. Check out Denise Clemente good Top 40. Harrah's has excellent live music outside in their open air bar the Carnaval Court as well as good bands just inside the door. House of Blues has Boogie Knights on Sat's. Also check Rain at the Palms as they have special nights of Live music. The band in the Ghost Bar upstairs is also good.
Holiday Inn Boardwalk has "Purple Reign" the Prince Tribute. For jazz there is Lon Bronson's all stars who play late night at the Riveria on Sat nights. Loveshack is a good band that plays at Texas Station. When you get into town pick up the latest edition of "Whats On" magazine, it's free. Also check out on line LVOL.com then go to Las Vegas Show guide. They list all the bands in town. Also check out Pollstar which lists bands. Hope this helps.