The really rich celeb will fly by private jet. LAS has a massive private jet terminal and it usually looks full. Not sure if they can cater for international arrivals (immigration and customs). Otherwise the jet will landed somewhere on the east coast to refuel where it is quick to clear immigration and customs and land at LAS as a domestic flight.

Other celebs may choose to fly to LAX and then take a short private jet hop to LAS. Otherwise, they go through the T2 terminal. Suspect BA SS will arrange for a last minute arrival so they can be whisked through and spend minimal time in the lounge.

Just remember, it is the high stakes gamblers that get treated well by the hotel will send their own private jets if the punters do not have their own. Celebs do not get special privileges unless it is under contract and that is normally for an event to attract the gamblers.

A young friend of mine (early twenties) was once having a smoke outside the backstage area of the Roundhouse where various bands were performing. He said to guy next to him "You with a band ?" to which the response was "Yeah, I am the lead singer of Duran Duran".