Parasol Down probably has the most beautiful (and romantic!) ambience of any bar I have ever been to. It is located next to the "Lake of Dreams" at the Wynn hotel, which has a stunning waterfall, enclosed in a miniature forest. Throughout the evening, the waterfall changes colors and various miniature "shows" take place on the lake - some whimsical, others a little more sultry (the sultry shows started happening after midnight).
The drink menu is largely vegan. There were only two mixed drinks that couldn't be made vegan, and the waitress was knowledgeable enough about the drink consistencies that she could explain this to me. There were a number of really interesting drinks made with sake infusions. My favorite was a martini made with Asian pear sake and lychee syrup.