Rod Stewart in Las Vegas From $69! More Rod Stewart Live at Caesars Palace Las Vegas. Grammy Award winner, Rod Stewart is back at The Colosseum at Caesars Palace and he’s playing all the hits! BestofVegas.com gives you the chance to sing along to your favorite Rod Stewart songs as the man himself brings his legendary music to the grand Las Vegas stage for a spectacular production. The Grammy Award winning artist performs hits like “Do You Think I’m Sexy” and “Maggie May.” Be one of the first to see and celebrate Rod’s first two-year residency at The Colosseum at Caesars Palace with Rod Stewart: The Hits. Don’t miss your chance to see one of music’s best-selling artists of all time! Which of Rod’s hits are you most looking forward to hearing live?