If you check out TERB`s sister board in Montreal, https://merb.cc, they have several threads discussing the use of Priceline. Just search for Priceline and the consensus seems to be that Canadians, with some approved hacking, can indeed use Priceline.
There is also a discussion forum dedicated for priceline users,
www.biddingfortravel.com. If you go to that forum and go under the FAQ for airline tickets and hotels, there is a FAQ for non-US residents which goes into detail on how to use Priceline if you`re not in the US.
As for Vegas, here`s my personal recommendations:
(1) Avoid the weekends, if possible. Hotel rates will skyrocket.
(2) If Priceline isn`t working out and you need cheap, but decent rooms, try Sam`s Town, Palace Station, and the new Hooters Casino Hotel.
(3) Rent a car. Parking is free or dirt cheap just about everywhere in Vegas, traffic is very light compared to other cities, roads are big and wide and few, and you can drive to off-strip locations where EVERYTHING becomes cheaper. When you are pedestrian in Vegas, you have to deal with tourist drivers who don`t exactly respect pedestrian rights, and you will get bombarded by con-artists on the street who try to sell you all kinds of crap. This is why, despite what others may say, my preference is always to rent a car.
(4) The "sin" in Sin City is gambling, not hobbying. Try out the strip joints, but it`d be better if you didn`t hobby. Prostitution is illegal in Clark County, and LVPD Vice Squad actually does their job.