Downtown has a lot of 1, 3 and 5 line reel slots at 5 cents so you can play max bet on those at 25 cents. There'll also be lots of 10 cent slots too where you can play the same 1, 3 or 5 lines.
There are lots of 25 cent reel slots at the casinos on The Strip - just look for one that lets you play all symbols for 1 credit bet.
A few casinos have Hot Hot Super Respin three reel machines - I like to play these at Mirage, Excalibur
and Planet Hollywood.
Most of these are multi denomination 1c, 2c, 5c, 10c or 25c. You have to bet 14 credits per spin to activate the Hot Hot Super Respin feature so at nickles that would be 70c per spin.
Monte Carlo has a bunch of 5 cent multi card video keno. You can play a card for 5 cents up to 20 cards.
There are lots of 50 and 100 play video poker machines out there (almost every casino has 2-3 of them for as little 1 penny per credit). You don't have to play all the hands so if you want to do something like $1.00 per play you could pick 20 hands at 5 credits per hand.
Most casinos have Spin Poker at 1 penny. You can play 9 lines at 5 credits per line for 45 cents per hand. They have a bunch near the bar at Casino Royale so the drink service is usually pretty good.
Excalibur has some old penny video slots with only 9 lines... so you can play all lines for as little as 9 cents a spin - an option if you are down to your last few dollars and reeeeeeeeally want to stretch it out. Downtown there are lots of these 7-10 line penny slots, especially at Binion's.
Casino Royale has 25 cent video roulette. There is a minimum bet of $2 or $2.50 (I can't remember) but its still pretty cheap and a good way to stretch your money out.
Excalibur has electronic craps for a $2 minimum.
Overall I think the big thing is to just avoid a lot of the newer (last 2-3 years) video slots and you should be able to stretch your money out pretty good. The slots from the last couple of years have all been pretty much geared up to where they have lots of crappy little pays but then occasional HUGE pays. Its nice if you hit a huge pay, but its not that likely so mostly they just grind your money down quickly.
And there are a few reel slots attached to community games (IE: Monopoly Grand Hotel) and those are pretty much the same: designed to have very few little pays but a few HUGE pays now and then so you don't get much play for your money.