Check out K-Mart, Smart & Final, Food 4 Less, Costco (some food that they sell is old / not good), and all other retail places (including home decoration, and things like that). Again, I used to live there, and I was going to Albertsons, for the most part. I did not go to any of the other ones, and there is a lot of good and original products there. Check out all the places, and figure out where and how you want to shop. Good liquor stores too. There is an entire wine store (like a grocery store) in Henderson too. Go to all these places, over time...
This area is nice (South Eastern, $$$ neighborhood with a lot of businesses and shops)
Lee's Discount Liquour
Total Wine
Tobacco Leaf
People from there recommend this one for cheese steaks, I've tried, they are good, the intersecting street is Alta Dr
I am not sure where you are coming from, but Wing Stop wings are very good too!
Be careful with taxi drivers also. 80% of them try to screw you, by taking a longer / unnecessary route, or driving around.
Red Rock Casino and South Point Casino and M Resort are very nice too (casinos for locals).