The nice thing about a bridal shower is that you can do more than eat, chat, and exchange gifts. They can be activity parties where you get a new experience along with the celebration! Wine tastings,
cooking classes, and pool parties are ways to hold a bridal shower that's a bit more memorable.
Games are traditional parts of a bridal shower. You can host yours at a Las Vegas miniature golf course, hold a painting or watercolor party, bring cocktail ingredients together for a mixing party, or hold lawn games at an outdoor bridal shower venue like a garden center.
If you want an event that's formal with a venue to match, have you considered a Las Vegas tea bridal shower? Tea rooms are traditional the world over and you'll find them in many of the world-class hotels here. The Waldorf Astoria Las Vegas does classic English afternoon tea on the 23rd floor, complete with desserts and wall to floor views of downtown.