I know I am late on this thread, but Rocky Gap road is pretty cool. This time of year you have to watch out for snow up there. I got stuck last year and had to winch out in a blizzard and it was about 60 degrees in LV. Burro Wash is another good run for a first timer (the start is near the National Cemetary close to Boulder City). I would highly recommend checking the newest BLM maps (or with the BLM itself) before you hit any trails in the Las Vegas Valley. They basically shut down everything if its in the Valley. Another good place for a first timer is Bitter Springs. It is up near Valley of Fire (not too far from the Logandale Trail System. Also, there is the Spanish Trail which turns into a recreation area that has miles of easy trails. That is off of Blue Diamond (160) heading towards Pahrump.
Sorry this post is sporadic, but I am writing things as I remember them.
Land Rover Club of Las Vegas has some pretty good guys in it, but their website hasn't been updated in a while. http://www.lrclv.com/
I am out of "town" a lot, but when I am there I usually go wheeling a lot (or work on my 90). If either of you (LV guys, or anyone who will be out that way) want to go wheeling in late March to late April let me know and we will set something up. I have a tendancy to do overnight trips too, so if that interests you let me know.
The BLM office also has free maps and info on some backcountry byways in the area (they did in late '08 but with all the budget cuts and horse roundups they may charge for them now).
Hope this helps.