Going to concerts alone can be fun if you're reasonably sociable. I only added my response because I noted that some people mentioned gambling and Vegas.
I went to Vegas once several years ago. Prior to this I never really had any desire to go, but part of the trip was being paid by someone else, so why not? I'm not into gambling at all, so that might have had something to do with it. I was there for 3 (or was it 4?) days and the first day or so it took me a while to get used to all the blaring ads and the general assault on your senses from all the stuff going on walking down the strip.
Getting to the point, it wasn't until like my last day there I figured what the hell, i'll bet maybe $50 on some blackjack. The dynamic that happened next was completely unexpected, but after I'd been there for a few minutes, more people started joining my table including a couple of hot (HB6 & 7) chicks. I suspect people do this because the roam the floor looking for some action from someone whose been there. What's even more interesting to me was that the environment at the table itself works wonders for opening with people even if you're not sociable because that environment creates a sense of common purpose between all the players. You're all trying to win vs. the dealer/house, thus you've already got something in common. Before I knew it I was congratulating the hot babes on their win or they were offering a tip to me whether to stay or not. Escalation from there is a no brainer; you'd literally have to be braindead to not be able to kino and escalate.
After that experience I'd have to say I'd like to go back again, but I'd say keep the visit to 5 days at the most. It does start to wear on you after a while.