Joe,
I personally head down to Scottsdale AZ to buy my high end gear.
I have been to three high end shops in Vegas to look around, and have a listen.
premiere home entertainment
www. premierehomeentertainment.com
they are in a very big building. Lots of theater rooms cool to just go check out and have a tour of the different rooms and play some music. This one the significant other actually may enjoy going to.
Image Sound & control
Http://www.ImSoCo.com
Nice little shop with good people.
there was a third that I went to once but can't remember the name.
I haven't been to any of these shops in over 2 years so things may have dramatically changed.