Visiting Las Vegas

Hi

My wife and I will be visiting Las Vegas late in November. Part of the time will be devoted to getting me, as Millie, more comfortable with appearing in public.
We have been to Las Vegas before and, since it seems to have a little bit of everything, believe that adding Millie to the mix will not be that big a surprise for most folks. But we'd like to avoid any places where being cross-dressed is likely to offend people or attract unpleasant attention. 
We're also not club types, so I don't envision a cocktail dress and 4" heels in my bag, but I could use some advice about what has worked clothing-wise for others. I have a suspicion, based on my observations of what many folks wear in Las Vegas, that slacks and a simple top and comfortable shoes are best for the day, and that a skirt or a simple dress and nicer but still comfortable shoes may be ok in the evening. We'd love to hear about any of your experiences in Las Vegas, any ideas, or any bit of advice for making our time there rewarding.
Many thanks