I'm in Las Vegas all next week (Mon, Oct 22nd to Thu, Oct 25th) and found that the Desert Breeze Aquatic centers runs a recommended masters class from 5.30am-7am Monday-Friday. According to the coach, a taxi is the only 'easy' way to get there and the 7 mile trip from the strip costs $30 one way.
If anyone is in Vegas next week and is interested in sharing a taxi ride one morning for a swim workout, let me know.
Rich