Most of the big casinos/hotels will ask you to stow your gun or ask you to leave, but ok just about anyplace else. Walking the Strip should be no problem. Some malls are picky, individual shops are ususally no problem. Stay out of the parks except Henderson City parks (they obey the law as written). The main thing to remember is that you can be asked to leave and if you don't it's trespass. For the most part, don't worry about it, if you and your firearm are not welcome you'll be told.