We'll do our best for your rockhound friend, aided by some long-time QoD readers, who saw this question previewed, used to share in the hobby, and sent some tips from personal experience.
While we gather there used to be a rock and mineral store on the Strip back in the day, as far as we know it no longer exists. However, there is a store downtown called Jewelry & Minerals of Las Vegas (420 E. Sahara, 702/733-7166) that sells rocks and minerals. While many of their wares come from all over the globe, there are local Nevada minerals among them that the store could identify for you. Prices start at $1 and basically go as high as you want to spend. Store hours are 10 a.m. to 7 p.m. daily (aside from Sundays, when they close at 6 p.m.)
The Las Vegas Natural History Museum sells rocks and minerals in the gift store (open 9 a.m. to 4 p.m. daily), as does the Springs Preserve (10 a.m. to 6 p.m. daily). Prices generally run in the $1-$4 range.
Alternatively, your friend might like to go and try find their own rocks, since Nevada is home to opals, turquoise, agate, hematite, magnetite, chalcedony, garnet, topaz, and amethyst, to name a few. If that's the case, here is a link to the "Rockhounding" page on the "Rockhounding" page on the Bureau of Land Management's Nevada site, which gives lots of suggestions of locations to pursue your hobby, including what rocks and/or minerals you'll potentially find at each site, plus a list of the "Dos and Don'ts" in terms of what's permitted and who owns what (generally rocks and gemstones are yours to keep, if you're collecting for personal rather than commercial purposes and the stones aren't discovered on a claimed mining site).
One final suggestion for information is to contact the Geological Society of Nevada, which stages regular events and trips.