On my recent trip to Las Vegas, I decided that I wanted some fresh lobster roll. Between Lobster ME and Luke's Lobster, I chose to visit Luke's Lobster on account of better rating on Yelp.
Luke's Lobster is located on the outer grounds of the Fashion Show Mall, by the Las Vegas boulevard, close to the escalator leading up to Neiman Marcus. They operate out of a shack (or a pod, as another reviewer put it) so you may miss it if you're looking for a place that looks like a conventional restaurant.