Enjoy your new 536HP. I live in Los Angeles but have had my 436HP and 536HP out there with me twice while staying at the Monte Carlo. The x36HPs worked quite well just with portable antennas on the scanners on the 19th floor. The 436HP was also excellent outside at the Outlet malls while wife was shopping.
You can go to USA database in Sentinel, pick Nevada, then Clark County. You can choose from Nationwide, Statewide, and County Systems. You will find Clark (conventional), McCarran (Conventional), and LVMPD under the County systems. You can right click and save them to a favorites list. That's should be a good start. I have all the casinos in my list. Quite interesting listening.
Eventually, as others said, you have to pick and choose what you want. The 536HP and Sentinel have a learning curve, but you probably have the best scanner available for your area. Good luck and enjoy. PM (private e-mail me) if you have any questions.
Steve AA6IO