If you're not familiar with Las Vegas streets, I'd definitely suggest the taxi route over renting a car. You would have to take a bus from McCarran to the rental car center, which is several miles away. Then wait in line, etc. etc. and then be tempted to drive down Las Vegas Boulevard (a.k.a. The Strip) to reach your show. After sunset until about 1 or 2 a.m. is often the busiest time of day on that street, with bumper-to-bumber moving at a crawl. People slow down to watch the dancing fountains, the ubiquitous light shows, the pirate show, etc. etc.
I am not familiar with Lyft/Uber, but the Vegas cabbies know the back roads and can get you most places quickly.