Shopping as spectacle
A number of Strip resorts built elaborate, themed shopping arcades — ornate ceilings, indoor 'streetscapes' and architectural set pieces — specifically designed to be walked through and photographed whether or not you're buying anything, in the same spirit as the free fountain and light shows.
Beyond the Strip
Larger, more conventional shopping centres off the Strip carry a broader range of retailers at generally better prices than resort arcades, and are a reasonable stop if you're after practical shopping rather than spectacle.
A realistic approach
Treat resort shopping arcades as a free architectural attraction to walk through on the way between other plans, and save any serious shopping trip for an off-Strip mall where prices aren't carrying the same resort premium.