It's a tough place to do DX, for a variety of reasons. Even in the analog days, there never seemed to be much in the way of an e-skip path to or from Vegas. I don't recall KVBC (3) or KVVU (5) being reported often by DXers, even in that "magic" 700-1200 mile zone where e-skip usually lands. KVBC's DTV signal on 2 is fairly potent, and the high-V band is quite full (KLAS on 7, KVVU on 9, KLVX on 11, KTNV on 12, if memory serves), so you won't get much high-V - but then, there's no other high-V to see until you get to Phoenix or LA, 300 miles away, and those TV signals simply do not reach Vegas, ever.
Vegas sits pretty deep in a bowl, surrounded by mountains many thousands of feet above the valley floor. The area rarely (almost never, in fact) gets any of the tropospheric ducting that's common in other parts of the country, All of the Vegas TVs and most of the FMs are on the Black Mountain ridge in Henderson, which is something like 1000 feet above the valley floor, but far below the much taller mountains that surround the Vegas valley. Very little gets in from outside on FM, especially now that the dial has been filled wall-to-wall by drop-ins and boosters and translators. Even stuff that looks relatively close on a map - St. George, Barstow, Lake Havasu, Kingman - just doesn't get over the wall of mountains into the valley. The only stations that easily get beyond the valley are the FMs up on Mount Potosi, southwest of Vegas. Those stations (88.9, 89.7, 92.3, 93.1, 97.1, 104.3, 107.5) carry for 150+ miles up and down I-15 beyond Vegas. You could probably get some decent DX from up there, but you can't drive up there and it's not accessible to the public.
Within the valley, your best bet for DX will probably be on AM, especially if you can find an area away from the electrical noise that seems to be all-pervasive in the valley. The Vegas AM dial is relatively lightly populated compared to other cities of similar size (nothing below 670, nothing above 1460, only one station running AM IBOC) and because Vegas is one of the most geographically isolated big cities in America, there's quite literally nothing else of significance on AM within 200 miles. At night, if you can get away from ambient electrical noise, you'll probably hear a lot of AM from the western US and Mexico that's obscured at your usual location in the Bay Area.
One thing you might want to try is to take the drive up to Mt. Charleston, west of Las Vegas in the Spring Mountains. The mountain itself is over 11,000 feet tall and the road to the lodge only goes to 7700 feet, so you'll still be "within the bowl" at the top of it, but the extra height might allow you to hear some FM and maybe even see some TV from Utah and Arizona; you'll be blocked still to the west into California. Again, there's not much out there in the desert to hear, but you might at least be able to get some St. George and Kingman signals.
It's a very different radio environment from the crowded Bay Area. I'll be interested to hear what you hear out there.