4th of July was on a Wednesday last year and I flew back to the UK that morning. I was upset at missing anything that would be going on that night but the Saturday night BEFORE that Caesar's Palace had a magnificent firework display for the occasion. Everyone stopped on the Strip to watch. The only downside was the dust that it caused. Everyone was coughing and spluttering and trying to head indoors to get away from it (maybe that was the plan? ). If that was the weekend leading up to the 4th, I'm sure it will be fantastic on the day itself.