Concierges, in many places in the world (including Vegas), will steer you to the places where they get commissions. So no, I don't think it's necessary to use the services of a concierge in Las Vegas. In terms of entertainment, all of the major showss will be listed online and in the paper: go to what interests you. About 80% of them will be discounted at the TixTonight booths one finds along the strip. In terms of "transportation" services: most people stay on The Strip during their time in Vegas. If you'd like to explore more widely (and I'd recommend that, as Red Rock Canyon, the Hoover Dam, the Nuclear Testing Museum and Downtown Las Vegas are well worth a visit, as are other non-Strip attractions), rent a car. Every hotel in Las Vegas provides free parking and its very easy to figure out how to get here and there (or get a GPS device if you're nervous about getting lost; there are apps on your phone that you can also use for that). If you'd rather not drive, know that cabs are plentiful and easier than booking other types of "transportation services". Finally, we have a TERRIFIC new guidebook out called "Frommers EasyGuide to Las Vegas". Its written by a Vegas expert who tells it like it is (and in a very funny way--he's a terrific writer).
I hope this helps. As they say in Vegas: Win Big!