I'll be playing hooky from another trade show in LV attending the show on Thursday and Friday, staying at Treasure Island.
As already stated, bring/drink lots of water, the air in LV is very dry and you will get dehydrated very quickly, especially if used to a humid environ (bring some saline nasal spray, trust me). Buy bottled water in bulk at one of the local off-The Strip convenience stores, a small bottle of water at the show is $2.50 and the hotel's pool water is probably more potable than their tap water. You can also buy bottled water at most hotel's store, large bottles are $2.
Comfy shoes and pace yourself. At the
SHOT Show web site is a map, seminar and exhibitor list; some early scouting can help save the shoe leather and make sure you see everything you need. A trade show's exhibitor list is always helpful when prospecting.
You can also book hotels at the SHOT Show web site; they actually have some pretty good rates. There is also a shuttle bus schedule there; you can use this to help you find out which hotel would be most convenient. Taxis are readily available at strip hotels, but can quickly get expensive. If you do that route, the convention center is to the north of the strip, MGM, Mandalay Bay, Monte Carlo, Luxor are at the south of the strip and will add quite a bit of time and cab fare to the commute. Hilton is adjoining the CC. Treasure Island, Venetian, Monte Carlo, Caesars, Stratosphere are on the north end of the strip.
If staying on the strip, tell taxi driver picking you up at the airport to avoid the tube/stay off freeway, you can also ask him to make a quick stop for bottled water on the way.
If you check your baggage, do not lose the baggage claim ticket, they do sometimes have a guard checking all luggage before they let you out; carryons can occasionally be questioned but have never had a problem. Going home, the LV airport check in for Southwest Airlines is often an unmitigated nightmare at random times; if you can fly an alternate, I do recommend it (shame because I like SWA). If not, call the airport at least 4 hours before your flight and be prepared to go *right then*.
I go to LV frequently on business and would be happy to provide any assistance/advice desired.