A great way to look for apartments, roommates, and even temporary/sublet housing is on the craigslist.org website:
http://lasvegas.craigslist.org/
It's free to post ads and to respond to them. Posting ads is completely anonymous, unless you choose to reveal any personal info. On the other hand, be careful if you dive into the Personals section, as YMMV...
In fact, you can use the craigslist pages for other major cities if you decide to locate in NoCal or SoCal instead of LV for your live play.
Good luck to you, and finish off this thread by letting us know what you end up doing.