The Strip is great becaus there are so many fun backgrounds. Downtown is great, too. We had so much fun shooting in downtown. You could go to the Neon Boneyard - they charge a useage fee. Valley of Fire is stunning if you want
desert type shots.
Check out some photos on these photographers websites for more inspiration.
http://mikelphotos.com/ - Mike is an amazing photographer. He did our day after photos in my bio!
http://chelseanicoleblog.com/ - She is so great!