I saw this equation in "Introduction to Algorithm" 3th edition in page 58 :
$$\lg(n!) = \Theta(n\lg(n))$$
If $\lg(n!) = \Omega(n\lg(n))$ and $\lg(n!) = O(n\lg(n))$ then we can prove that.
I can easily show $\lg(n!) = O(n\lg(n))$, but I have no idea about $\Omega$.
Since $n=\prod_{j=1}^{n-1}\left(1+\frac{1}{j}\right)$, we have:
$$ n! = \frac{n^{n-1}}{\prod_{j=1}^{n-1}\left(1+\frac{1}{j}\right)^j}\tag{1}$$ but for any $n\geq 1$ we also have: $$ \left(1+\frac{1}{j}\right)^{j+\frac{1}{2}}\geq e,\qquad \left(1+\frac{1}{j}\right)^{j}\leq e,\tag{2} $$ hence: $$ \frac{n^{n-1}}{e^{n-1}}\leq n! \leq \frac{n^{n-\frac{1}{2}}}{e^{n-1}}\tag{3}$$ and by taking logs it follows that $\log(n!)$ is both $O(n\log n)$ and $\Omega(n\log n)$ as $n\to +\infty$.