I have been to this and other S&W restaurants -- and generally have a great meal every time I go.
The Las Vegas S&W reminds me of the more famous location in New York City, but is less cramped. The service is very attentive and the food is very good.
I definitely recommend the tuffled mac and cheese as a side. I am not a big fan of the Wollensky salad -- which is very salty.
All in all, this is a very nice restaurant worthy of its reputation. The prices are high, but you don't come to S&W for a bargain, you come for an experience.