I live in Vegas. There's only 1 airport; McCarran. Outside of McCarran, your closest airports would be down in Southern CA, such as LAX, John Wayne, Ontario and Long Beach, but those are about a 4-5 drive to get to.
We seem to find good deals into MCO by booking about 2-3 months out. If you look sooner than that, there really aren't great deals; the prices are pretty high. A good deal for the Vegas area would be about $300/RT. We've flown on Air Tran, Delta and Southwest in that price range. We got lucky for our upcoming trip when Southwest was offering $89/each way, but I've never seen it that low before, and haven't since, but you never know
Your other alternative would be pricing out a flight from the Southern CA airports. Southwest frequently has specials into LAX & Ontario for about $29-$39 each way. Depending on the price difference of flying out of Southern CA, it may be worth it to fly into one of those airports and then catch another flight from there. We've never found it to be cheaper to do this when going to Orlando, but have done it when going to Hawaii, as there was a huge price difference in flights.
I hope this helps a bit and if you have any other questions or if my post was confusing, let me know and I'll try to help you!