Las Vegas, Nev.
People usually think of Las Vegas as a place to lose money, not a place to save it. However, those who are able to avoid the slots, blackjack tables and overpriced shows can enjoy Sin City on the cheap. If you can focus on the freebies, a modest travel budget is possible. Casino hotel rooms are cheaper than rooms in other major cities (because the expected gambling revenue more than makes up the difference).
If you are in reasonable shape, you could probably spend a whole weekend hiking past the over-the-top features of the massive casino resorts or just soaking in the unmatchable atmosphere of the famous Strip. The fountains of the Bellagio and the volcanic eruptions of the Mirage are picture-worthy free sights, while the lesser known tropical fish tank at the Silverton Casino has feedings and shows regularly. Families and curiosity-seekers can head to Circus Circus to visit the free ongoing circus-style performances under the oversized Big Top. And finally, Freemont Street, the heart of the downtown area of Las Vegas, offers a more laid-back vibe and plenty of free shows and festivities.