Sams Town, Rio Christmas in the Sky, Fremont Street Experience. But the previously mentioned Gift of Lights and Ethel M are really the best. Ethel M is 250,000 lights and if you time it right, a free piece of candy. Gift of Lights is at Sunset Park, Sunset and Eastern and Ethel M. is just down the road, off Sunset and on to Sunset Way. And Las Vegas Advisor says some may want to check the Hard Rock cocktail waitresses in their Christmas outfits.