I was stationed at Nellis AFB about 8 years ago so had a chance to discover some nice game stores. Unfortunately, since it has been 8 years, I can't remember the names or the exact locations of either of the two I frequented.
I recall one was near UNLV on Tropicana(?). Just east of campus (a couple of stop lights) in a little strip mall on the southeast side of the Tropicana-Eastern intersection, I think.
The other was near Meadows Mall, I believe. Can't remember the name or any better location than that. In fact if it weren't for Google Maps, I wouldn't have remembered the mall's name. This place I remember had a large quantity of older and OOP stuff.
Sorry my post is about as vague and useless as possible, but as of 1997, there were a couple of good FLGS in Las Vegas.
Good Luck! Oh, ride the roller coaster at New York, New York. Very fun.