Although it's normally more expensive to rent at an airport lcoation in general because of the additional airport fees, many Las Vegas car rental locations (off airport) are associated with a hotel/casino and there are usually "location surcharges" or "concession fees" attached to the rates.

Your best bet to find out if car rental is cheaper at the airport, is to pick one or two companies and compare the same dates, times, car size, etc at the airport location as well as an off-airport location. Make sure to compare total prices including all taxes and surcharges, not just the base rates.