vex is in harrah's hotel. the best thing to do is to go early to avoid the line and get a bracelet. thne head out somewhere else until much later when the club hots up.
my experience is not of expensive drinks but i am local and really only go on thursdays when it was dollar drinks. i have not been for a while so i'm not sure that still applies. the thing i most remember is that the music would be ok then it would get in a groove for about 15 minutes then the dj would empty the dancefloor by dropping some crap tune, then the pattern would start all over again...
Last time we were in Tahoe we hit up Mc P's...that was a badass place to hang out.
Where is a good place to really party? Montbleu?