have you seen the Sybaris? They have a pool in your room w/a slide. It's mainly a romantic getaway type joint though but very nice.
http://www.sybaris.com/index.asp
If kids are in your life, they would love that Hilday Innn by the Pyramids that has that Carribean Cove water park in it.
(click on photo tour)
http://www.ichotelsgroup.com/h/d/sl/1/en/hpt/INDNO/1/pt?ptLink=hd