Ahh Vegas. How I love it so! Oh wait, I live in Vegas.
Well, you have the touristy stuff on the Strip for starters. Some of the best places are at the Venetian, MGM, New York New York, Bellagio (the fountains are AMAZING!), the Mirage (the volcano is pretty awesome), Paris, and Treasure Island.
Off the Strip you have downtown at Fremont Street where there are lot of neat things to shoot. Just south of the Strip is the famous Las Vegas sign. Often crowded but still possible to take shots since parking is available.
For less touristy things you have the option of Red Rock Canyon, Valley of Fire, Lake Mead, Hoover Dam, Las Vegas Wetlands (one of my favorites), Bonnie Springs, Boulder City, Sunset Park, and plenty of other areas.
All you have to do is look around. Vegas has a plethora of things to shoot. I have so much fun shooting in this city, I really do.