Both CLE and PIT have direct flights to LAS on Spirit Airlines. Spirit doesn't offer "real" first class, but they do offer what they call a "big front seat". I've flown that seat out of CLE before, not 100% sure about PIT but they probably offer it there too.
The big front seat is just that -- same level of service as economy, but with a bigger, wider front seat, equivalent to most other domestic first class seats. For the money and time I would rather travel directly to LAS non-stop and avoid the hassle of switching planes, layovers, and backtracking that it would take to get a lie flat seat. I think the big front seat is a pretty good compromise between the two.