I live in CA but I'm in Vegas every few weeks. I've been to Wooly Wonders and Gail Knits...Wooly Wonders is a bit of a distance to the east of where you'll be staying and the store is on the small side. They don't stay open very late on certain days so don't go without calling first. They were friendly though.
As for Gail Knits, I agree with the poster who said the atmosphere was rather unwelcoming. I agree as I've had the pretty much the same experience every time I've been there.
You walk in and are suddenly confronted with hoards of regulars sitting around the table working, having lessons, chatting, etc. No one makes an effort to steer you toward whatever you might need. You literally have to step over and around these people in order to get to the merchandise.
Two years ago I purchased a gift certificate from them for a friend to have lessons. Nearly a year later after numerous calls to the instructor and the store, with little to no response from them, my friend gave up and cashed in the certificate. That was not a nice experience and I was embarrassed that my friend had to endure such poor customer service.
On the positive side they do have a huge selection of beautiful merchandise. One just has to take a deep breath and surround oneself with white light before going in there. Ignore the frostiness of the regulars and the indifference of the clerks.
There are slim pickings in Vegas for yarn shops and I have found that because of the limited offerings, the service tends to be poor. They don't need you and they know it. I've found this to be the case with other types of services in that city as well. There are too few vendors and more customers than they could ever want so customer service seems to be slim to none. Thank goodness I can come home to LA where I have lots more choices. Good luck to you.