Harrah's new KGB "burger & vodka bar" stands for Kerry's Gourmet Burgers in reference to chef Kerry Simon, but the dish you'll walk away raving about isn't served on a bun. It's a milkshake.

The Captain Crunch shake ($5) is one of those forehead-slapping, if-only-I'd-thought-of-that culinary moments. Rich and creamy, each sip is like the last spoon of milk at the bottom of a bowl of sugary cereal. And that's almost exactly what it is. To make the nostalgia-inducing shake, first, Captain Crunch is soaked in milk until it's lost its crunch altogether. Then, the dense mix gets blended with ice cream until smooth, and finally, the whole thing is served topped with whipped cream and a drizzle of cereal pieces. You'll want to save room for a KGB burger, of course—they come with trimmings like grilled pineapple, house-made pickles or fried mac 'n' cheese sticks—but do yourself a favor: Start with dessert.