For Denver to Vegas, I would look at either America West or Frontier. See which is cheaper roundtrip or one-way for each company. Mix and match em too. Both airlines have pretty low fares. One of America West’s hubs are in Las Vegas and Frontier airlines hub is in Denver, so you should get a fat deal.
Actually, that’s the very reason you shouldn’t default to either! Often airline companies charge you much more to fly to their hub city than a spoke. Why? Because tradtionally hubs are in larger cities where more people will want to fly to, and since they’re already congested routes (being part of the spoke), they’ll naturally combine the two and charge you more for the privledge. In this case it looks like that’s not the situation, but for some airports like MSP, ORD, EWR, etc. it happens.
I recommend using Expedia or something similar to search for flights, then book directly with the website. You didn’t mention dates, but I did a search for departures on 9/15 and returning 9/18. Ted (United’s LCC), America West, and Frontier all have round trip tickets at $123. Ironically US Air has tickets at $133. Those are all direct flights.