If you love Vegas but find yourself needing an "escape" from Vegas while you are there, I highly reccomend THEhotel @ Mandalay Bay. THEhotel is a separate tower off the main Mandalay Builing and operates as a separate hotel. The rooms are all suites and beautiful. They are very well kept and the hotel features a modern sophisticated style. It's more Manhattan luxury than Vegas getaway.
Though you can easily access the casino at Mandalay Bay through a hallway that connects both properties, there is little reason for any guests not staying at THEhotel to travel into its lobby. Let's give it up for getting out of the crowds! Even it's crown jewel, MIX fine dining and lounge, has it's entrance at the Mandalay side of the hallway.
It's the only hotel I never wanted to leave. We only intend to stay there when we visit Vegas. (and the robes are amazing too - it's the little things...)