Depends on where you go. If you are going to a bar or a club with friends, you can wear jeans and a nice dress shirt. Everywhere else, just be comfortable. The locals here just love to party, and wear anything practically, but wear whatever you feel comfortable in. Just don't wear Vegas shirts, because you will look like a hick tourist, and we've got enough of those. Have fun!
My recommendation is go see "Zumanity" an adult but funny show. I don't watch too much of the shows but Blue Man Group is really good, too.