This is something I have done many, many times!

LAS is generally better as there is more flights - and the short hop across on AA is relatively painless - although the immigration is!

I have always found seats on the flights to LAS and LAX - it is a risk of course but they normally come up within 1-2 weeks of departure. You need to accept that you may end up in WTP so if you accept that and hope for availability you are laughing!

I have never found the AA connecting flight prohibitively expensive when playing the UUA roulette - the prices on AA go up and down daily!

PHX is a faff - really the only good connection is with Southwest - and having done that once - I will never do it again - Southwest were fine but the connection bag drag was a real nightmare! LAX immigration is pretty shocking - so I tend to avoid coming in that way. I will normally fly out via LAX to take advantage of the earlier flights and fly direct back to LAS.

UUA availability is normally better ont he LGW flights so make sure you plug in their dates when searching.

Otherwise - happy to answer any LAS questions

Regards aks120