What happens in the man cave stays in the man cave. Right? Sure, when you have a Vegas-themed space. You might want to think twice about installing that stripper pole in the corner, but a poker table (preferably custom-made) is a no-brainer. If you're really serious about poker, you can even set up a hidden-camera security system to add authenticity and keep your guests honest. Consider adding craps and blackjack tables, too -- or you can just get a pool table, stock the bar and line up a couple of slot machines along the wall, and you're in the money.
Must-have: Make this one a don't-have -- casinos deliberately keep clocks off the walls, so ban them from your man cave, too!