Hello, and welcome to Vegas when you arrive!
Unfortunately, we only have two game stores worth visiting, IMO. Hobby Town USA on West Sahara (about 3-4 miles from the strip) and Dark Tower Comics (right across the street on West Sahara). I think there are some other comic stores that you could buy a few of the things both of these stores have, but for a wider selection of products, those are the two you'd be best off visiting.