I've just got back from some hour building in the States and part of this included a trip into and out of Henderson Executive. Thoroughly recommend the place as an easy to find and (relatively!) non-complicated way in and out of Vegas. The ATC (Both Vegas APP and Hendeson) were way beyond very helpful and accomodating given the amount of traffic in the area and the gound crew (As always in the US) were brilliant!
Sure you pay a little more for Avgas here but the free ride into the strip makes up for it - as well as making you feel like a proper Pilot with the AMAZING pilot lounge and facilites! (Free internet and phone!) PLUS it's only $5 overnight parking!
We did a trip out to the Canyon and stopped off at Grand Canyon West - I don't recommend this one as it's where the Sky Walk is and is VERY tourist driven now. You can't even walk away from the airfield without being on prohibited land.
If you plan to fly over this area then purchase the Canyon Specific terminal map. It will give you the no-fly areas as well as available altitudes to avoid the commercial traffic - meaning the helicopter tours etc.
But all-in-all an excellent place to fly! Have fun and don't hit the tables too hard or it could end up more expensive than you bargained for!