My wife and I moved here from Utah back in March, down in Henderson towards Boulder City.
There's some things to consider.
There is no scenery here if you're used to Missouri. It's dead, brown, and dead. There is no water. It rains in the spring and fall (so far). Temperature ranges from HOT (120) to mild (60) so far. There's a lot of locals, but not nearly as many as there are tourists.
Utilities are SKY high. Gas is expensive. Job market can be scarce for full-time competitively paid positions. There are some legitimately bad areas to avoid. CCSD is one of the worst school districts in the country as far as testing goes. Politics are OK but trending left consistently. We'll likely get UBC here soon with prop 1.
On the upside, I've met some of the friendliest people here. My neighbors are great. The weather is, imo, awesome. I am not a fan of the cold, I can take or leave the humidity, snow sucks, there's no natural disasters (naders, etc). If you're a foodie -- it's hard to beat. There's sooo many excellent restaurants you could eat a new one every week and not even make a dent in the number available. Booze is 24/7. Everything, really, is 24/7--delivery, booze, delivered booze ...
There is no State income tax, but there is a sales tax. AFAIK there is no sales tax on groceries.
The lake is awesome if you're into fishing, paddleboarding, wakeboarding, etc. There's a racetrack nearby that you can run your own stuff on many times a month. Nearby an airport if your job requires travel. There's tons of shows, pool parties, clubs, comedy acts, burlesque, etc. as well. Groupon will be your friend. Endless desert to hike, ride, camp, and shoot in.
Vegas is an interesting place to live and it's not for everyone. I pine for the green mountains of Utah still pretty frequently.
ETA: Vegas economy is really fragile, and the jobs recovered from recession are not always necessarily superior to the ones lost. Real estate is nuts in Vegas, but a bit more stable in Henderson and outlying areas. There's abject poverty right next to middle class neighborhoods, and even wealthy neighborhoods, all over. It's Secton 8'd all to hell in some areas too.