About 100 miles out of Vegas on Interstate 15 towards LA are two massive designer outlet mall/villages. This is not as far as it sounds when you consider the quality of the road/scenery. The prices are fantastic and the journey, past the famous zzyzzx road, is a joy.
There is also the death valley national park visitor centre out that way, which is free if I recall corectly.
It's name escpaes me, but out that way is also the remains of an old prospecting settlement and some abandoned Indian villages, which are eerie but fascinating and free. A trawl around some heritage webistes will guide you.
If you're interested in military/avaiation I think somewhere near Vegas is that big place where hundreds of unused jets and airliners lie in a varying states of abandon.
LA is not a too difficult journey from Vegas (3.5 hours) and has many free or cheap attractions such as the hollywood sign, hollywood boulevard, rodeo drive, santa monica beach, tours of the film lots. 2 hours further south and you hit Tijuana (check you car insurance covers this) where booze and all manner of other (often illegal), entertainments can be had for a few dollars.
Further to sft42's answer, there are also low cost airlines operating out of LV, so watch their offers for good vaule trips around.
Finally, don't forget to watch the film "Swingers" before you go ....."Vegas baby, VEGAS!"