Our Vegas weekend couldn't have gotten off to a better start, and we hadn't even left yet. James, Kat's fiance, had lost his phone the first night of his bachelor party in Mexico. His contact with her would be limited. That meant our three nights in Vegas were largely going to be unfettered. The other pre-Vegas stroke of luck came with my Bellagio host, Nicole. She had come through with a two-bedroom villa. It was 6,500 square feet, had a private gym and massage room, a private pool and outdoor hot tub, and 24-hour butler service.

Much to my glee, I also had scored an invitation to Kat's wedding. A...