I was in Vegas last year when they had the record string of like 11 100+ degree days. The second I got off the plane on to the walkway thing, it felt like I'd walked into an oven. By the time I had gotten into the terminal I was sweating my ass off. I was sweating while plaing golf, and one day it even hit 114 degrees according to one of those screens that flash time and temperature next to the stratosphere.
I'm from NYC, and the humidity sucks, but you definately feel hotter in the dry Vegas heat. I loved it though. YOu have these water things that spray on you on the sidewalks, girls are looking crazy good, and if you stay at the Bellagio you have a seperate shower and big jacuzzi, so you can cool off real quick.