If you still go to local brick-and-mortar record stores, there's usually a rack where they have flyers for upcoming shows, 'specially in the smaller, indie record shops.
Though, I don't know what the areas around Henderson / UNLV are like, in terms of "college town shopping / record stores."

/edit
Hm. If I recall, there's a free publication you have out there, similar to the L.A. Weekly out here. It might even be called Las Vegas Weekly. Should have a club section, listing local venues and upcoming shows.
This post was edited by ChowYunFat on Sep 17 2011 11:21pm