Funny, I live in Vegas and I've never really considered it Western/Old West. In fact, mention those words and I think of Texas.
Although, I suppose if you compare Nevada to say, California, then it might be considered more Western/Old West. Alot less laws and taxes in Nevada than in California. Also, 24 hour alcohol in major Nevada cities, so none of that stupid "last call" bullshit and legal prostitution on the outskirts of major cities. And we have alot more open, unpopulated spaces than California. Not sure if Texas is similar to Nevada in this respect, as I've never lived in Texas.