Waiting in line at the clubs
The clubs here are massive -- Vegas pretty much defined the "superclub" -- and they're open damn near seven days a week and the entry fees can be preposterously expensive and all of that should mean there's plenty of room for anyone who has the money and desire to go, but it doesn't.
Now, you can try to avoid some of this by buying your ticket in advance, for which there is a separate, shorter line, or you can get a table from one of the club promoters scattered throughout each property like cockroaches (though there is yet another line for this), or even have a VIP host (still no guarantee of skipping lines but your odds are better). But if it's a Saturday night and Steve Aoki or Calvin Harris or Skrillex is headlining, you're going to be waiting in lines. And you are going to pay a LOT of money for the privilege of doing so. Also, if you're a group of guys with zero ladies in your all-penis pack, you're not getting in. Period.