After a quick Yelp search, I didn't think I could find threading within a reasonable walk from the Strip. Next thing I know I round the corner from Nordstrom and spot what looks like a high-end threading salon. And it was.
Great service, no wait as a walk-in on a Friday afternoon, and located on Las Vegas Blvd. Can't really ask for more than that. And really not that much more expensive than threading at home ($6-$12 for basic services I think).