When you go to Vegas the deal is regarding escort services is to stay away from them.  I don't know much about the massage parlors other then I suspect you can have a much better time seeing one of the various fine independents in town.  I've had a blast when I've gone to the strip clubs and had some very high contact dances, had a lady offer to have some fun with me later for a price and been amazed at the over all high quality of the women dancing.  I've gone to the brothels and had nice times. However the best times I've had and for me the best bang for my buck is seeing one of the various fine independnet ladies in town.  There are tons of quality ladies in Vegas.  Some you might want to contact and see if you click with them would be, Jade & Kit both at www.desertdelights.com,  Jackie Jewel, Asian Jackie, Roxy, Brie and or CindySpice.  Others who I've spoken to or exchanged e-mails with who are impressive are: Logan, January, and Celtic Lass.  There are lots of others as well.  They all have different personalities and different specialities.   Do some digging around, get a membership or to, check out some reviews and talk to some of them.  As far as prostitution being legal in Vegas, it is not.  You have to go to Nye county and visit one of the brothels for legal prostitution

Prostitution is illegal in Clark County, NV (home of Las Vegas).
The nearest legal county is Nye, about 65 miles from Las Vegas.

There are several web sites devoted to Strip Clubs (try a Goggle search).

Escort services from agencies tend to get expensive.  The typical deal here is that you pay the agency fee up front and the girl require tips for services.

You can drive (or get a ride) to Pahrump, about an hour drive out west on NV route 160 (catch it from the I-15 south of the strip, also called the Blue Diamond exit).  Similar to an agency cept the brothels are legalized and your negotiating tactics will be tested to the full.  Most guys would say the almost hour long ride back to Vegas sucks.

MPs, not worth it.

Strip clubs, don't expect any extras.  Good lap dances but not as good as some parts of the country and close to zero extras (feel very lucky if you do get any).  Also feel very lucky if you can talk your way into getting someone to come back to your room with you (also difficult and rare, and usually fairly expensive).

Look through the review database here and find someone that matches your preferences for looks and services.  The good established independents in town charge anywhere from $300-500 for the first hour (some charge even more).  If you can't afford that, a bottle of lube can be had for under $20 (as long as you didn't lose it on the tables or slots) .  Of course, if you spent $20 on a one month VIP membership, you could be looking at the reviews database and find that $20 well spent.

Since the ugly dog with fleas in your eyes might be the sexy cat in mine, I won't make any specific recommendations.

Bob