Real easy…
The car rental garage will dump you out onto Haven Street.
Make a right onto E. Warm Springs Rd.
Make a right onto S. Las Vegas Blvd.
As you come to Mandalay Bay Hotel & Casino, you can make a left onto Four Season Dr., but I can’t remember if there are signs for Frank Sinatra Dr. Instead, it may be easier to make a left onto Mandalay Bay Rd. It may be a bit more congested depending on the time of day, but I think it will be easier for you.
Make a right onto Frank Sinatra Dr. from Mandalay Bay Rd. You may hit some construction, but it shouldn’t be horrible.
When you see Caesar’s Palace, you’ll want to make a right onto Jay Sarno Way.
Just follow the road up to the front of Caesar’s Palace. If it’s too crowded, you may want to double back and valet park in the parking garage, but it is a bit of a hike to the front desk.
Take a look at MapQuest and you should be able to follow the above directions.
Just as an FYI, by the time you hit Mandalay Bay you should be able to get an idea on how congested LVB is. If it doesn’t look too congested, you can always cruise down the boulevard and make a left in Caesar’s Palace.
BTW, if you belong to AAA, get their map of Las Vegas and it will help you out a lot. There are lots of roads behind the casinos that the cabbies use.
Enjoy!!