I've only been to Vegas once, but I was pleasantly surprised by everything nearby: Hoover Dam ~45 min, Death Valley ~2 hrs, Red Rocks ~45 min, Valley of Fire (mentioned), Zion ~3 hrs, and Bryce (already mentioned). I day tripped Hoover, Death Valley, Red Rocks and Zion and came back to Vegas at night and caught a few shows (really liked "O" although my wife thought it was weird) or the Bellagio fountains. Enjoy the trip...