I asked the same thing a few months ago.
Nevadaesh recommended Valley of Fire.
Nevada Division of State Parks - Valley of Fire State Park
There is also on offroad place off the 15 on the Nevada side before Vegas. I'll look for the name.
If you go to the tourist office in front of the outlet at stateline, the people there can point out a few places and give you a map. The office is a stand alone building in the parking lot.
Have fun! You play poker?
