I made a side trip to Death Valley, and it was the perfect antedote to Vegas for me. It's quite a distance, but then the miles float by out there pretty quickly if you are a reasonably patient person, and it's kind of interesting to me (being from the Northeast) to see dramatically, starkly different desert terrain. I've visited Hoover Dam, which I found far less remarkable than I expected, but still very glad I did it. There are some beautiful mountain areas to the immediate west of Vegas and not far from town that might be worth exploring.
Disclaimer: I'm not a big fan of Vegas itself. If it turns out that you are, maybe you should disregard the previous statements.