I can say after living in Las Vegas my whole life I would say Denny and Lee is great for buying props. If you want to see magic performed go to Houdini and you will see the best thread workers in the world. I know what your thinking really the best yes the best they do thread 8 hours a day 5 days a week. Mac King, The Worlds Greatest Magic Show, and the V show are a must.
In my opinion to see great close up magic you have to go to Boomers bar and grill off the strip every Wednesday around 10pm for Gary Darwins magic club you can see some of Las Vegas best kept secrets like Paul Vigil. Also if you get a chance check out
Gary Darwins magic collection it has been long over due for one of these magazines to do a cover story on Gary Darwin and his collection hint hint.