I always try to sniff out a good whiskey list while in Vegas. Last year, the best I found was the excellent bar at CraftSteak in the MGM. This trip I was staying further up the Strip, but found a very good whiskey selection at Delmonico Steakhouse in the Venetian, an Emeril Lagasse restaurant.
The Delmonico whiskey list didn't include the absurdly upscale rarities that CraftSteak had (e.g. Macallan Lalique and malts from the '30s) or the selection of independent bottlings, but it had a very nice selection of currently available distillery bottled whiskeys. The list, kept in a small binder and divided by country and region, included at least a half dozen Springbanks and all of the currently available Ardbegs (including the Alligator). The American whiskeys included the complete lines of Van Winkle (including the 23 year old decanter) and High West. Prices at Delmonico are fairly reasonable for Vegas, and the bar staff was friendly but not that engaging about the whiskey list.
And if you sit at the bar, grab an order of the homemade truffle parmesan potato chips, which are possibly the world's best bar snack. The chips are thin cut and covered with crumbled parm. The truffle flavor is probably from a jar, but it's just lightly sprinkled and not drowned in truffle oil like so many other dishes. Each bite gives you crunchy chip, salty cheese and a bit of truffle funk....good stuff.