In our year out here so far, our two favorite restaurants that we've been to are:
1) Firefly - It's a tapas restaurant/bar just east of the Strip. The stuffed dates are to die for!
2) Lotus of Siam - Some people say this is the single best Thai restaurant in the USA. It's in a very seedy neighborhood/area, but the place is always packed and has killer food. Unless you like pain, don't order anything higher than a '7' on the 1-10 scale
I cook most every night, so we don't go out to eat all that often, esp. to the 'balla' places, but of the ones we've been to, we still like the 2 above places the most.
Oh hell, I forgot Todd's Unique Dining. With Firefly, probably the best 'locals' secret places around. Todd's is down in Henderson though.