A couple of thoughts:
1) LAS. I have generally gone in to Atlantic at LAS, it is just so convenient-- basically walking distance to the strip. However, it is expensive, so I can see an argument for Henderson, depending on where you are staying. I've never flown into Henderson, so can't help you with that.
2) Hoover Dam. I did the tour years ago, and it was totally worthwhile. Even if you have to stand in a big line.
3) Grand Canyon. I was there last January-- maybe posted about it here? Anyway, perfectly nice airport on the south rim, there is some restricted airspace around there so look at the chart before going in, but otherwise no big deal. There is fuel there, not really an FBO but the local airline/sightseeing operation can help you out. I'm pretty sure there are rental cars there as well, but we took a taxi up to the canyon itself, and a taxi back. There is airline service into there, so that's why I'm pretty sure there are cars... but you may not need one.
I thought the canyon was really cool. There are several hotels right on the rim, and you can walk around and if you are feeling adventurious, even hike down into the canyon. There are also helicopter tours, etc.
We did it as a day trip (from Tucson) but I think I would have preferred to spend at least one night there.
Hope this is helpful!