A new natural history/nature preserve has opened up in Las Vegas:
http://www.springspreserve.org/html/home.html
There's also The Atomic Testing Museum:
http://www.atomictestingmuseum.org/
If a thunderstorm starts while you're outside in Las Vegas my advice is get inside and away from a window. I've seen hotel facades ripped off and blown away in the wind. Storm drainage can be rather poor in certain locales and some hotel parking lots have flooded in the past.