I have never found sites like Expedia or booking or hotels etc to be cheaper. I always book directly with the hotel I want to stay at. They will always give you the best rate.
As mentioned above, go to SmarterVegas.com. It is a website that lists all the deals that the hotels have going on at that time. You aren't booking through that website as the site redirects you to the hotel's site to do the booking. Sign up to gain access to the "hidden" deals. Those are deals that the hotel just doesn't try to advertise.
I always book my flight directly with the airline or through airmiles.
The rest you can wing it.
Want a plethora of advice and tidbits? Check out vegasmessageboard.com. It's a forum dedicated to all things Vegas.
Ask me too. I may not like the same things you like but I go to Vegas often enough that I may be able to help you out with some things.
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