There are some absolutely phenomenal teachers here (Eric, Rachael, Jennifer...) and a wonderful environment for a truly lovely experience.
You are the primary aspect of your yoga practice, then the teacher, then the people you are practicing with and finally the studio itself (IMHO)...So, I can easily recommend going to either of Yoga Sanctuary's Studios to take yoga classes. Afterall, they do have some of the absolute best teachers in Vegas, a welcoming studio, a warm group of practitioners... and if you manage to show up... well... then you'd be here too!
YS also hosts some incredible workshops fairly regularly. They aren't the cheapest place around, but they offer a great introduction package to locals and they are also on Groupon from time to time (read the fine print to make sure you are eligible) that offers a great value.