The Big 4 obvious ones in proximity to Vegas are the three mentioned above and Hoover Dam. One thing that very few here do or probably know about is to take a kayak or canoe excursion below the dam through Black Canyon. I guess some might suggest Jean or Primm but there ain't nothing in Jean or Primm you can't find for better in Vegas ... unless you're going to golf at Primm Valley. Ditto Laughlin.
You can burn a long day doing a grand loop of the desert, heading out toward Death Valley, down to Baker and around the Mojave National Preserve and routing back to Vegas one of two ways. If interested send me a PM and I'll suggest a route and stops.
I'd also suggest St. George, UT, if you've never been up that way. You'll burn two hours each way, but there's some cool stuff in/around town and it's the gateway to Red Rock Country Supreme (those paint-blotch monoliths near Vegas will absolutely pale, and in reality they are quite stellar ). Here's something I wrote about St. George for the L.A. Times a few years back. Zion's not far from St. George but even a scratch-the-surface look-see would mandate an overnight.