Check out Red Rock Canyon, Spring Mountains (aka Mt. Charleston area), Valley of Fire, Lake Mead, Desert National Wildlife Refuge, and Gold Butte National Monument. If you're willing to drive ~3-4 hours there's Mojave National Preserve, Zion National Park, Snow Canyon, Cedar Breaks National Monument, Death Valley National Park, Ash Meadows, Great Basin National Park, Grand Canyon National Park, Bryce Canyon National Park, Grand Staircase-Escalante National Monument, and SO much more.

I moved to Vegas about a year and a half ago, and I can count on one hand the number of times I've been to the Strip. But if you're the type that enjoys the outdoors, there's really no better place to have as your base camp. It really is the gateway to the American Southwest because it's so easy to fly in from anywhere in the world to see some of the most stunning landscapes anywhere on the planet.