I booked a ticket arriving Vegas Thursday night at 10:30pm on November 21, and leaving on Monday on the redeye without even realizing that it was Comdex week.
I've found hotel rates to be very reasonable; I was able to secure a comped room at Tropicana (even though I spent like $5 there), use my rewards points at the Residence Inn, and get another cheap room <$20 for Sunday night.
For me Comdex is a bonus that I can hit it on Friday...