The desert surrounding Vegas is ruthless in the summer, so early spring, fall, and winter are the best times to photograph this great natural area. Anytime a rain comes through, get out and photograph the newly washed rock formations -- you'll appreciate the greater saturation and new life which the rain generates! A polarizer is absolutely essential, as well as sunscreen and a good hat. Bring plenty of water, and try to work during the edges of the day to get great raking light which brings out the texture and detail in your images.
Valley of Fire State Park is located about 50 miles northeast of Las Vegas near the Lake Mead recreation area. The park contains a variety of sandstone formations, historic indian petroglyphs, and is a great place for photographing the Mojave desert.