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I actually find ti cheaper to book separately. With all the deal websites lately you can find wicked deals on Vegas trips.
Check TravelZoo for deals!
Airfare I find generally cheaper direct through the airline's website.

Travelocity always has the best deals

@MrsBrewer: Depends on the route? Usually I will check sites like Expedia/Travelocity to see which airline has that route the cheapest then go direct to the airline's site. And I've found airfare is usually cheapest about 2 months (unless holiday weekend) before your travel date. I also set up farewatcher via Travelocity and they will let me know when the route goes on sale. or if it drops below a certain price I set.

I used to use pricelime until we got our southwest cc and now we book thru sw all the time

Kayak to search flights, Tripadvisor to search hotels.

Booking for Vegas is VERY different than booking for anywhere else.

With Vegas, the best deals are to be had if you book separately.
If you plan on doing any gambling at all, it is best to book through the hotel's website - they will comp based on your spending and can often end up with a free room (I usually do).
They will not give you any room comps if you booked through a travel agent (like expedia/travelocity/etc)

The way to get the best price on hotel is to sign up for the mailing lists of the hotels ahead of time.

The harrahs properties usually give the best value (I'm partial to Paris and Caesars Palace)

I would check the flyer talk and fat wallet forums for promo codes: http://www.flyertalk.com/forum/hotel-deals/929586-las-vegas-codes-promos.html & http://www.fatwallet.com/forums/travel-discussion/1036400/?start=240

I'd be happy to help with any questions about LV hotels. If you tell me what you're looking for, I can help match you with a good deal.

As far as airfare, I love the matrix: http://matrix.itasoftware.com/
You cant book through there but can find the cheapest prices and book elsewhere.

I usually use Expedia to find hotels and book directly with the hotel. We usually fly Southwest if it flies to where we're going, because it's always cheapest, so we book directly with them since they're not on travel sites. And I swear to goodness it has always been cheaper somehow when I actually book with the hotel. Deal sites have never actually given me deals. Maybe I'm just lazy and don't want to do the work to find the right ones.

We always book everything separately through hotel and airline websites. Most of those travel sites can't actually gurantee anything and I know plenty of people who have been burned by them. Kayak will even connect you on flights with different airlines with absolutely no way to get to connect in time. And most hotels and airlines won't help you if you get in a situation because you didn't book through them directly.

I like priceline's name your own price, but you have to give them full reign of departure times for flights and hotel choice since they don't reveal them until AFTER you purchase.

If you want to know in advance, I usually check expedia and kayak. Sometimes, the main airline/hotel site itself is cheaper than Expedia, Travelocity, etc.

@MrsBrewer: http://www.travelzoo.com/vacations/las-vegas/-99-Las-Vegas-3-Night-Getaway-on-The-Strip-w-Air-1305982/

I know it's too soon for you but just an idea of the deals Travelzoo gives you!

We book flights at delta.com and hotels and cars usually thorough Priceline. Sometimes we go directly to the hotel/rental website.