I recently bought a foldable bicycle that I take with me on some of my gambling trips. It's small enough to fit as a carry-on on most planes, and at some airports I'll actually assemble it as soon as I land and bike off to wherever. Could I do that from Harry Reid International Airport to the Strip (heading toward Excalibur, MGM Grand, etc.), or would that be too dangerous? Once on the Strip, could I bike on the sidewalks? This is a small compact bike called a Brompton. I'm not sure how comfortable I'd be on the road, but maybe you're not even allowed to bike slowly on the sidewalk with so many people. I generally walk everywhere. Where else might it be a good idea to bike (i.e., not too dangerous on the roads), with the goal being to check out as many casinos as possible?
From the airport, it's feasible. You can read our Question of the Day about walking from the airport to the Strip, the route that you could follow on two foot-powered wheels. You can also plan alternative itineraries on the Regional Transportation of Southern Nevada's website using its bike map. Distances from Reid International to the southern end of the Strip are short, only a few miles depending on your exact destination, making it doable in 15–30 minutes by bike under good conditions. And it’s relatively flat once you clear the immediate airport area.
We say feasible, though that doesn't mean we recommend it for most people, especially visitors. Traffic coming out of the airport and/or heading to the Strip is heavy and fast, there’s limited dedicated bike infrastructure on many connector streets, and drivers are often visitors in rental cars who aren't familiar with the streets and surroundings. In the summer, of course, heat, wind, and sun exposure are additional drawbacks. Also, it's uncommon to see cyclists around the airport and on the busy streets between Reid and the Strip, so drivers might not be particularly attentive to the stray rider.
Riding along the Strip is much more cut and dried: It's not feasible.
First, though Nevada state law doesn’t outright ban sidewalk riding, local law enforcement insists it’s illegal on sidewalks citywide, including the Strip, and cyclists can be cited. And pedestrians on the Strip are so heavily concentrated at most intersections and between them that you'd probably have to walk your bike more often than ride it. Not to mention that it can be dangerous to rider and pedestrian in a mishap.
We do sometimes see cyclists on the Strip proper. Mostly, it's in the early-morning hours in the spring, summer, and fall just after sunrise, but the best we can say about that it it's the least bad option. On the rare occasion we see one at other times, we always think that they must have a death wish.
In our long-term perspective, we have to say that it’s extremely hazardous due to heavy impatient traffic (visitors, rolling billboards, buses, trucks, construction impediments), with alcohol a definite factor in the tourist corridor. Quick switching across multiple lanes, long lines of cars waiting to turn from the extreme right lanes into Strip casinos, and no dedicated space for cyclists pretty much eliminate any safe riding on the Strip street during all but a few daylight hours and none after dark.
Finally, you might ride downtown, though not on the sidewalks, but you can see as many casinos walking as you would riding. And locals casinos are too few and far between to make riding among them at all expedient.
We recommend continuing to walk, as you say you do, or taking the bus, calling for Uber or Lyft, or renting a car.