I contacted Caesars Palace Guest Services 702-731-7110 and they informed me no electronics can be connected to the room TVs.
I asked specifically about PS3 then asked about possibility for any others and answer was "NO" to all.
They did say we could bring our own monitors and plug consoles into them.
Please let me know if there is an exception to this policy for EVO guests.
Thought it would be good to let people know not to lug their ps3 around the country unnecessarily.
FYI: This information conflicted with what the generic Harrahs Reservation rep told me. good thing i pressed him further and got direct contact with Caesars LV.