If you are planning a trip to Las Vegas, one of the decisions you have to make, preferably before you come, is whether or not you are going to need a car. If your trip is going to include anything off the strip in Clark County or Southern Nevada, including Hoover Dam, Red Rock, or golf off the strip, you need to think about getting a rental. Since cabs to some of these places are the daily cost of a car itself, renting makes sense if you are headed out at all. The best parts about Las Vegas car rental, in my opinion, is you can rent right from the hotel, and parking is always free everywhere you go.
For the best prices on car reservations, you can try the cheap consolidators like www.hotwire.com or www.priceline.com, but I've found better Las Vegas prices on the individual websites of the companies. For instance, www.alamo.com has consistently had the cheapest prices, but be careful. The Alamo and National building is south of the airport, well off site, with an inconsistent shuttle. If you plan accordingly, you should be fine, but be careful to leave extra time since flights out of Las Vegas are shut one hour prior to take-off (I learned THAT one the hard way.).
If you are going just for a day trip, try a pick-up and drop-off at the hotel. Dollar Rent-a-Car has counters in 16 different hotels, including The MGM Grand, Circus Circus, Mirage, Luxo , Treasure Island, The Paris, and more. See www.dollar.com for all their locations. It's easy, and usually you can drop off at the airport without an extra fee. LV car rentals are a good idea. They save time, and usually money if you are moving around at all.