Vegas would prolly be pretty cheap, but it's just not my kinda town. I'd need another femme who also does not drink or gamble to do stuff with.
Actually, in all seriousness, there is without a doubt more to do in Vegas if you don't drink or gamble than there is in any other city in the world. Of course drinking and gambling is just generally considered a lot more fun. Really though, the place is like Disney for adults at this point. Keep in mind Vegas is mostly run by rich Mormons who need things to do.
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