There are a few. Depending where you will be. I am guessing you'll be on the strip? Are you driving or using cab/uber?
Alternate Reality - Flamingo Road / Maryland Pkwy - Closest to the Strip - Mostly newer stock, not a huge selection of back issues. Owner is a great guy, very knowledgeable.
Cosmic Comics - Flamingo Road / Sandhill Road - about 4-5 miles east of the Strip - biggest store in Vegas - big selection of back issues, pricing can be a bit on the high side - Good staff
Velvet Underground - 825 South Decatur Blvd / Charleston Blvd. - Haven't been there in years, but, they used to not take credit cards. Not sure about that anymore. Dealt with them at some conventions, nice guys
Celestial Comics - 9440 W Sahara Ave #170 at Fort Apache (Regal Cinema Center)- never been there, so, can't say much.
Torpedo Comics - 7300 Arroyo Crossing Pkwy, Suite 105 (Rainbow /I-215) - newer store and another I haven't been to.
Maximum Comics - several locations - mostly newer stuff, not much of back issue selection