I have never gotten to go to Las Vegas, have you?
No I haven't but it's an internationally renowned major  resort city.
What makes it so special? It seems a lot of people desire to go there.
First of all, the city bills itself as The Entertainment Capital of the World.
I know there is gambling and casinos there, but what other types of entertainment exists?
It is a popular setting for literature, films, television programs, and music videos.
What movies or television programs have been filmed there?
I am not really sure, but it is also known for shopping, fine dining, entertainment, and nightlife. 
That sounds pretty interesting, but I'm not sure I would ever want to go.
Me neither. There is way too much adult entertainment and it is known as sin city.