Is it worth it to bring your USP? I never travel with any of my guns but to each his own.
I have never been to any outdoor ranges in Southern Nevada, I have always heard there is at least one but with miles and miles of open desert, it is is hard to pay the fee and have to deal with all the range rules. it is Legal to shoot in the desert North and South of town.
If you are staying on the Strip, South is you best bet. Half way between Sloan and Jean Nevada on the East side of the I-15.
There are also a few indoor ranges if you like.