One other gem that hasn't been mentioned: Check out Dick's Last Resort; you get to taunt the waiters and get away with it... Except they humiliate you too, but it's hilarious since they give you a paper hat scrawled with a degrading comment and honor your request for napkins with the help of a leaf blower. The food quality is just alright though.
Local stuff? Once you get off the strip, most things are kinda mundane and just like anywhere else in the US, except 1. They do have locals-only specials that needs a Nevada ID (e.g. "$2 beer for Nevada residents" with outsiders paying $5). If you still want to go local, look for Blue Martini off the strip near Sunset Blvd, 2. Their roads are unusually wide even in the most deserted of areas, but frequently hiding with cops in radar guns (don't ask me how I know
), and 3. Speaking of deserted, it's almost sad to go through some residential areas; I've never seen so many half-completed houses in my life.