I'm a native of Las Vegas, but only began to enjoy tequila about a year before I made my escape to Florida, so my knowledge is somewhat limited. For what it's worth, though:
Though they don't have a huge tequila list, our new favorite restaurant in town is Tacos & Tequila at the Luxor, where La Salsa used to be (
Tacos and Tequila). They have a good selection, relatively fair pricing (Herradura Seleccion Suprema $65), and a tequila cocktail menu. Specifically, there's a drink called "Choke on the Smoke" (basically a 2-1-1 made with mezcal) that they used to rim with a pulvarized mixture of salt, spices, and dried gusano. Sadly, they can no longer source the rim stuff, but it's a tasty drink nonetheless. The food is really good, too, so you don't feel like you have to choke down average slop in order to drink well.
For family-style dining that's more of a locals place (not to mention mariachi fun), there's Las Palmas in Commercial Center. Limited tequila selection, though, but an all around fun place. In fact, try lots of food in Commercial Center - it has the best hole-in-the-wall places in town.
To purchase bottles, you can't beat Lee's Discount Liquors. Particularly, if you have a car at your disposal, there's a great selection at the store at Buffalo and Lake Mead Blvd., and what looks like a superstore is getting ready to open in my old hood of Rainbow and Flamingo.
We look forward to trying out some other places when we visit in September...