Hi Pandora and welcome to HT!
First of all, Vegas is very safe. We have always felt safe there in 7 visit with the 8th one booked for April.
As for immigration, it will depend on whether you're at the front of the plane or the back, anything from 30 mins to an hour to clear, but the line moves quite quickly considering the amount of people.
I would recommend the Venetian or Bellagio for a special night, but I would also recommend booking direct with the hotel before you go. You will only pay the first night's accommodation and it will be refunded if you cancel 48-72 hours before arrival if you need to cancel. Also if you book and then see it cheaper you can call the hotel and ask for the rate to be adjusted which you can't do if you book through a 3rd party site such as Expedia.
We have booked the Venetian for as little as $119 and the Bellagio for $179 although I have seen it at $149, but it all depends on your dates.
When are you going as this will have a bearing on hotel costs? Rates typically double and more for Friday and Saturday.
Keep checking
FAT WALLET. That link will take you to Page 1 which is updated with the latest deals, but if you check the last page new deals are posted there.
There is a lot of information on this site re restaurants, shows, hotels, etc. Rather than repeat it, if you use the Search facility at the top of the page and put in Vegas and select the America forum you will find all the information you could need. Any further questions then please ask away.
luci