I am a fan of this 24 Hour Fitness location!! Tucked away on the ground floor of the garage of the IRS building, (it's actually not the actual building of the IRS, but it's the parking garage right next to the IRS building.) be sure to park on the ground floor; don't drive up on the ramp!
They have a pretty extensive list of equipments, even ones that I don't see at the locations on Nellis & Charleston and the one on Wigwam in Henderson. It smells clean in there and the whole facility seems to be on the newer side.
They do not have a pool or sauna, but there are steam rooms available (one in men's locker room, I presume, and one in women's locker room.)
They do have a two-hour validation for parking, so be sure to take advantage of that, or you'll be paying $3 for half an hour!
I am definitely adding this 24 Hour location on my list and will be coming back soon!