About a half-hour west of Las Vegas out Charleston Blvd (which will turn into Blue Diamond Road) is Bureau of Land Management (BLM) land called Red Rocks. It's a collection of about a dozen sandstone canyons which are truly gorgeous. I used to do a whole lot of rock-climbing out there. The primary areas are "stay-on-the-road-only", however, there are (or used to be anyway...it's been about 9 years since I've been there) a couple areas which were okay for off-road. All over the area you can see wild burros and occasionally you can spot big-horn sheep. I've also seen herds of wild horses out there. If you want to do some off-roading, head west of Vegas to Red Rocks and follow the road which sweeps back down south and further to the south-east where in a few miles it intersects with Highway 160. Take 160 West toward Pahrump (Pahrump is actually where Art Bell lives, if you know who he is) a couple miles and there should be some unmarked gravel roads off to the right which will take you out to Black Velvet Canyon. If you're into rock climbing, one of the more popular and scenic climbing routes is called "Frogland" and is back into the depths of Black Velvet Canyon. The base of Frogland can only be reached by hiking over rough terrain on foot for about two miles or so IIRC and it's about a five-pitch route ranging from about 5.7-5.9 or so in difficulty. You can climb any of hundreds of routes throughout all of Red Rocks but Black Velvet is far enough out of the way to afford you lots of privacy. If you're not into climbing you can do some wheeling back in there also. Keep in mind it's been several years since I've been out there so accessibility may have changed.