The "DO'S" are: bring your money and spend it freely.
The "DON'TS" are: Carry anyplace you want but be advised that most of the big hotel/casinos get nervous about it and may ask you to leave.
There have been incidents of people being harassed on the strip by LEO, but that seems to be getting better. The point is in any encounter with LEO, know your rights, and stand up for them. Read through these Nevada stories and you will have just about any question you have answered regarding your rights, the law, and what to do in any situation. You have every right under NV law to open carry with few exceptions. The only one for you might be the airport as I don'timmagineyou are going to be visiting our schools or our posted government buildings or parks.
Off the strip, the chance of anyone saying word one is infinitesimal. Carry away.
Enjoy your visit.