What are your boys interests / what does the family like to do? How far outside of Vegas are you willing to travel?
On the strip itself, there are shows and sites to see, but not much of that interests me personally. It can be expensive as well.
Touring Hoover Dam and the O'Callaghan-Tillman Bridge is pretty cool.
I personally like to look into museums whenever I travel. I'm a geek I guess. The Museum of Atomic Testing is just off the strip. It would bore most 9-year-olds that I know, but it was something I've always been interested in.
If you like the outdoors, Valley of Fire is about an hour outside Vegas and has some cool short hikes and sites. Depending on how far you are willing to go outside Vegas itself, there are loads of other possibilities (Grand Canyon National Park, Zion National Park, Bryce Canyon National Park, Etc.)