Flying into LAX is an interesting idea. I hadn't considered that. Yes, the overall travel time probably won't be much greater than if I had a layover somewhere, but there is the added cost of the rental car, which I wouldn't get if I flew right into Vegas. I did a brief check on the websites of the two airlines I have my miles on (US and DL) and there was still nothing available on the dates I want to go. I suppose I should call DL because I can't see available CO flights on DL's website.
About a year and a half ago, my wife and I used some DL miles to go to Hawaii. It was extremely easy for us to get what we wanted. Of course, we booked about 6 months in advance. Maybe my weekend trip to Vegas idea just isn't going to work...