I haven't been back to Vegas in like 2-3 years but there was a place that had a good bourbon selection back then. It was a BIG booze place but I cannot remember the name, maybe it'll come to me by the end of this post. Oh wait, it is Lee's Discount Liquor.
Anyways, here's how I can best describe where it was not remembering street names. At the corner of the MGM grand you go up the street towards that infamous Welcome to Las Vegas sign. So your not going on the strip street but up the other way like leaving Vegas I guess. You'll pass some outlet stores on the left and eventually it will be on the left hand side. I don't know if they have it but I think it may be your best shot to be honest. Let me know what happens and good luck finding the bourbon and if you gamble as well!