The Linq - Best Las Vegas Things To Do! We've got nightlife, shopping, and cool attractions! From concerts, comedy, and cool rides at The Promenade to celebrity chef eats, interactive gaming, and an upbeat pool, there are so many things to do at The LINQ. You’ll want to check out The LINQ Promenade on your next trip to Vegas. This popular open-air shopping, dining, and entertainment district has great food, fun bars, and more. It’s also home to the High Roller observation wheel.