Not a show, but just inside the door at Harrah's they can get a free photo taken with a fully glittered and feathered up showgirl. A small tip is appropriate but not required. Your girls will love having the picture as a souvenir. They can each have one taken, or both together, or whatever.
They'd probably like walking through the promenade at Wynn, all the shops with high fashion in the windows, etc., and there is a neat ice cream/snack shop where they can sit outside and eat an ice cream cone or something.
Definitely Mac King.