I find the best site for locating inexpensive domestic travel is http://www.air-fare.com

You'll need to understand fare booking classes, and use an engine like http://www.itn.net (in advanced mode) to ensure you get your fare. Alternatively, you can call a travel agent with details of the fare you wish to book.

Cheapest fares from ORD to LAS are:

CHICAGO TO LAS VEGAS - ROUND TRIP FARES
1) LOWEST STANDARD EXCURSION FARE - NO REFUND ( UP TO $100 AIRLN CHNG FEE )
NJ-T $ 198.00 7 -DAY ADV/
2) 2ND LOWEST STANDARD EXCURSION FARE - NO REFUND ( UP TO $100 AIRLN CHNG FEE ) [- TKT BY 12JUN -]
[- COMPLETE BY 18DEC -]
ALL $ 218.00 14-DAY ADV/2-DAY MIN TUE-WED/SAT
3) LOWEST 21-DAY ADVANCE - NO REFUND ( UP TO $100 AIRLN CHNG FEE )
[- COMPLETE BY 31DEC -]
SY-L/NJ-Z $ 298.00 14-DAY ADV/ TUE-THU
4) LOWEST 7-DAY ADVANCE - NO REFUND ( UP TO $100 AIRLN CHNG FEE ) [- TKT BY 1JUN -]
[- BLACKOUT 31AUG01 03SEP01 10NOV01-11NOV01 21NOV01 25NOV -]
[- COMPLETE BY 18DEC -]
ALL $ 248.00 7 -DAY ADV/1-DAY MIN
5) LOWEST REFUNDABLE FARE
HP-W $ 626.00 NO ADV/


Cheapest fares from MKE to LAS are:


MILWAUKEE TO LAS VEGAS - ROUND TRIP FARES
1) LOWEST STANDARD EXCURSION FARE - NO REFUND ( UP TO $100 AIRLN CHNG FEE )
TZ-K/YX-K $ 258.00 NO MIN STAY
2) 2ND LOWEST STANDARD EXCURSION FARE - NO REFUND ( UP TO $100 AIRLN CHNG FEE )
HP-L $ 271.00 14-DAY ADV/SAT STAY * OTHER LIMITS APPLY
3) LOWEST REFUNDABLE FARE
[- ADD FUEL SURCHARGE -]
YX-K $ 618.00 NO ADV/
4) SECOND LOWEST REFUNDABLE FARE
[- ADD FUEL SURCHARGE -]
HP-H/AA-K/UA-M/NW-B/TW-B $ 649.00 NO ADV/
Hope this helps!