"Pretty Vegas" by INXS is a cool song.
"Leaving Las Vegas" by Sheryl Crow
"Eyes Without A Face" by Billy Idol says "steal a car and go to Las Vegas..."
"Turn of a Friendly Card" by Alan Parsons
"Still the Same" by Bob Seger has gambling references
"The Gambler" by Kenny Rogers
My Vegas CD also has some songs the Bellagio plays when the fountains are going, like "Time to Say Goodbye" by Andrea Bocelli, and songs from various slot games like "Catch A Wave" (same name as the game, song is by the Beach Boys), "Don't Call Us" from Phone Tag, "Walk Like an Egyptian" from Pharoh's Fortune, etc.