My recommended places to go:
Venetian/Palazzo Shoppes - Barneys (aka Mecca)(the downstairs is where to go first, the 3rd level has the "Men's section", but most of them are carried downstairs as well but with a few exceptions), Guerlain, Dior (carries La Collection Privee), Fresh
Fashion Show Mall - Neiman Marcus (Creed/TFPB/MFK/much more), Saks (Bond/Killian/Jo Malone/much more), Nordstroms, Macys, Dillards. If you are going to spend time at the mall, do yourself a favor and look up the store directory before hand. There are other department stores and shops that carry fragrances (L'Occitane, Body Shop, Perfumania, etc..). I receive the best customer service at Neiman Marcus. Saks is snobby. Nordstrom doesn't have near the selection of NM or Saks, but it is easy to get samples there.
Wynn/Encore - Chanel x2, Hermes, Dior, Wynn Drugstore (Penhaligon's, L'Artisan), Jo Malone
Crystals @ City Center - Hermes, Tom Ford, Van Cleef & Arpels (carry Collection Extraordinarie), Prada (carry Exclusive collection), also inside Aria there is a Men's store that carries fragrances such as Acqua di Parma.
Cosmopolitan- Skins 6|2 The only niche boutique in Vegas. Good selection. Off the top of my head they carry (Creed, By Killian, Serge Lutens, Maison Francis Kurkdjian, Diptyque, Santa Maria Novella, Eau d'Italie, Juliette Has A Gun, Tokyo Milk). I named off most of them. Perhaps I missed a few of the smaller lines. I will say that the selection of most of these lines are not complete. Creed & Serge Lutens are definitely limited here. If you are shopping for those 2 brands Neiman Marcus & Barneys respectively are where you should go.) Perhaps give them a call and see what all they are carrying before making a visit. Also if you aren't aware Cosmopolitan and Crystals @ City Center are next door to each other.
Planet Hollywood Miracle Mile Shops- The biggest Sephora fragrance selection that I have seen. It's right on the street at one entrance to the shops. But overall, for a mile of shopping, little fragrance selection besides Sephora. If you have never been in a Sephora they will gladly give 3 samples per person no problem.
Mandalay Bay - Lush (not a full selection, don't make this the only reason to go here). But if you are at Mandalay Bay stop in.
I named off most of the places I personally go. There are definitely other boutiques and shops scattered all around the strip, but Fashion Show Mall, Palazzo, Crystals/Cosmopolitan, Wynn are the places with multiple stores within them.
There are 2 main outlet malls both called "Las Vegas Premium Outlets". One is North, the other South. They have some perfume shops with a decent designer selection. However I have found prices to be higher than online. They are both off the strip and can take time to get to. Many foreign tourists go here clothing shopping. I wouldn't really recommend going here for solely fragrance shopping unless you are in Las Vegas for several days, have already been to all of the above places, and don't have similar shops in your town. On the plus side, I have been able to smell many designer fragrances that are not sold in department stores or Sephora any longer here, but I have never bought one thing in them.