If not been before i tend to do all the add ons (work on the theory that may not get chance again).
I'm not overly keen on some of the city tour tours (vegas night tour is a must though), SF day tour was good but not keen on the included night tour, thought waste of time.
LA tour is also good but not so keen on Palm Springs.
A lot of the places you actually visit when travelling between cities are great (Carmel, Monterrey, Solvang, Santa Barbara, Calico (cowboy town), etc and are a added bonus, all interesting but very different.
Universal studios is a must (it was included on our tour but think it optional now), suppose Grand Canyon is a must but quite expensive cos you have to fly out from Vegas. In hindsight i could have give it a miss cos i did Parks and Canyons holiday last year so saw it again (but without the extra flight).
Alcatraz doesn't do it for me, sort of interesting but still just derelect buildings, had done it a couple of years earlier when in SF so did the bay cruise which takes you right past for some good photos.
Rat Pack show is good, not really my music but its funny and entertaining and a good social night out as most of the group will go.
have fun