1) Find a good reputable independent. Get a one month (at least) membership here and search the reviews for someone that matches up with your expectations (looks, services). While looks can be a lot (for the newbie), you're better off checking on the services rendered and make sure that meets with your needs. Narrow down the choices to 2-3 and start contacting them now (at least a couple days in advance) with a date, time, length of appointment, and location (generally your hotel room, most escorts in Vegas are outcall only). Most of the escorts have rates listed on their website, do not negotiate. If they don't have rates, ask but don't negotiate rates. Bad move when dealing with the reputable independents. Plan on spending anywhere from $250-500/hour (median seems to be $350 or $400/hour) with discounts for multiple hour appointments.
2) Next bet thing is to drive to Pahrump (or somewhere outside of Clark County, NV) and go to a licensed brothel. Best thing to do here is to read up all you can about Nevada brothels and/or legalized prostitution in Nevada. You will be negotiating here in a big way (it's like buying a car, you haggle a lot) and be very specific as to how much time and what services you want for money. Since sex for money is legal in a licensed brothel, there's no stigma of discussing the exchange of sex for money (while anywhere else, it's basically illegal). Good points: spur of the moment (doesn't need to be planned), choice of ladies available, incall. Bad points: drive back (40+ min), choice of ladies available might not be good, you didn't bring enough money with you ($500 is a good starting point for a newbie). Like gambling, it helps to know the rules/odds to keep your losses to a minimum (including walking away, the little head doesn't need to win everytime).
3) Bar girls/dancers. Also a big negotiation session up front but more difficult because you can't really discuss sex for money (cause if it's a sting, you will get arrested; also the girls might think your LE). Similar to brothels (choice of ladies, outcall to your room) but with some difficulties. Also beware of no shows (with dancers), scams (cash and dash, etc.), and LE/hotel security.
4) Agencies. If you're willing to spend lots of money (more than $500, maybe more than $1000), maybe this is for you. It's like slots, you don't really need to know much (just call them up and ask for a girl), you throw your money into the machine and hope for the best. Generally a losing proposition but it works for some people.
We can get into streetwalkers but they generally stay out of the touristy areas (plus you'd have to deal with the riff raff like pimps, homeless people, drug dealers, etc.) and look worse for the wear.
Have fun,
Bob