One thing I forgot to add, when going to a Vegas fight, who you go with is REALLY important.
First time I went, I went with my good friend and we watched about 90% of the WHOLE fight card, which is like 6 hours of live boxing - totally awesome! When you go with chicks, they just want to see the main event, so you could miss some potentially good fights. Example is the Klitscko/Lewis fight. I went with the same friend, but with a chick each, and we ended up missing Laila Ali's fight on the same card because the girls weren't ready yet. We still kick ourselves to this day for missing that!
So, decide if you're going to impress a chick or watch a lot of boxing - take your best friend if you want to see the entire card.