Connie & I used to talk about buying a condo in Vegas; then prices went thru the roof. After that the whole real estate market collapsed and we were glad we hadn't bought. Now I think I'd just prefer coming to Vegas when we want as a vacation (and I'll retire in a couple of years so we should be able to go whenever we wish and the airfare and room comps are good.)
The other thing I wonder about is the ongoing drought in the west - what's going to happen to the water supply for Vegas and what will that mean for the people that live there, much less tourism? I would hope things would turn around before it gets too dire, but you can't count on that. One more reason to reconsider moving there.
We have an apartment we really like in the Twin Cities (MN) and I enjoy long-distance driving, so one of the first things I'd like to do when I retire is a big driving trip - no set destination or timeframe, just head west and see what happens. I would expect we'll spend a couple weeks in Vegas during that driving trip.
Otherwise, we've been considering buying a cabin on a lake by Siren Wisconsin - a really beautiful area not too far from us. We'd probably be more inclined to do that instead of a move to Vegas. Or we may just stay where we are. We like it here, and since I don't have to shovel when it snows, I have no issues with winter (kind of like it, actually.)