I live in St. George, Utah (SGU), a 2-hour drive NE of Las Vegas. The (only 2!) flight options in and out of SGU are DL to SLC and UA to LAX. My particular trip this day (5/22) was ABQ-PHX on WN, connecting to DL PHX-SLC-SGU. ABQ-PHX-SLC-SGU was the cheapest way to get home that day and took about the same time as any other route. To answer your specific question, I sometimes do fly to LAS on WN and then LAS-SLC-SGU on DL. The WN-DL connection is easier at LAS because I can usually talk a TSA agent at LAS into letting me pass through the locked doors between Concourses C & D without having to exit the security bubble. SLC-SGU is always on a 50-seat CRJ 200 (the aptly nicknamed "Barbie Fun Jets"). I've found that the 35-minute flight SGU-SLC and connecting at SLC & is easier than the 2-hour drive and hassle and parking cost of getting in and out of LAS. At my shiny new but tiny SGU airport, it is literally a 10-yard walk from getting dropped off at the curb to TSA.

ABQ-SLC on Delta and many other Delta & Delta Connection flights into and out of SLC have gotten hideously expensive, which is why the WN leg to get to PHX because PHX-SLC-SGU on Delta is cheap right now.

I have come to hate the hassle of LAS. I used to do all my flying on WN out of LAS, but last September switched most of my flying to Delta. Still, I have already made A+ for next year and have a shot at renewing my CP, plus I will make Plat on Delta for next year, too. I spend entirely too much time on airplanes!

Apologies if this is a lot more information than you asked for, but this is why I do what I do.