I was there last week. There was a great dairy place called Panini's (http://www.paninicafelv.com). It is about a 10 - 15 minute drive from the strip but worth it. Watch out, though. Although the website says otherwise, they did not open till 10 am during the week and they were closed Saturday night.
Across the street from Panini's is the Albertson's with the large kosher department. They had fresh hot chicken and an assortment of sandwiches and other prepared foods in their fridges. They have a fairly large selection of kosher wines, too.
Also very good was a new Israeli-style meat restauraunt called Cleopatra's (http://www.usmenuguide.com/cleopatras.html). It too was a good 15 minute drive from the strip. Again, it is worth the trip. It is in a storefront located in a large outdoor mall (across from a big Chuck E Cheese).
Closer to the strip is an Israeli style meat place called Haifa (www.haifarestaurant.com) that was not bad, an okay pizza shop called Adar Pizza (just off the strip at Sahara) and a somewhat dissapointing Chinese place called Shalom Hunan (on Flamingo about 2 blocks west of the Palms Hotel). These 3 places will deliver to hotels on the strip. Figure a $10- 15 delivery charge, though.
There was a place called Sababa Grill that I didn't try and another supermarket (Smith's) with a large kosher section, including deli, hot soups and packaged sushi! that was a few miles down the same road that Albertson's and Panini's were on.
There are plenty of places - here is athread form a few months ago - http://www.chowhound.com/topics/274098?query=vegas&user_name=
you can also check shamash.org - http://www.shamash.org/kosher/