I haven't comparison shopped, but I buy my 9mm ammo at Wal-Mart. They have a Remington UMC "Mega Pack" containing 250 rounds of 115 grain FMJ. Of course I just got up and looked and none of them have a price tag on them but I seem to remember they were like $32.
I normally shoot one of those at a session, so I buy 4-5 at a time.
Any Wal-Mart in Las Vegas will stock that item although I did go to one store recently that was out of stock. But the next Wal-Mart isn't much of a drive if you happen to find one that doesn't have it.
You don't mention what part of town you are going to be in. Probably the cloest Wal-Mart to the strip is the one on East Tropicana just before Pecos.