There's of course a million recommendations about when, where and how to book airplane flights to Las Vegas, and every single one will be wrong at some point since travel deals, policies, schedules, routes, etc. change daily. Typically the best deal can be found through a few steps though:
Keep in mind that not all travel websites talk to all carriers, especially the value ones, and often including Southwest as well, so you may need to search individual carriers' sites to find their fares. Here is a link to the McCarran Airport list of carriers that land there: http://www.mccarran.com/airlines.aspx
There doesn't seem to be any rhyme or reason as to when's a good time to book Southwest flights, other than that it should be at least eight weeks in advance as their fares rarely drop after that point and typically increase as the planes fill up, especially to Vegas. I'd say in the two to three month window is a good point to book, but if you see them advertise one of their special seasonal deals and the price is good, book it and don't look anymore, no sense stressing about flight costs if you've already booked something you're happy with.
Some additional tips related to Delta specifically are needed because of how bad their website SUCKS and how hard they try to screw their own customers; and I'm a Delta 'diamond' frequent flier, so I'm used to getting screwed by them, but I put up with it because the routes I travel are frequently least expensive on Delta if planned correctly. Here we go:
a) Book on a Tuesday ideally; fares seem cheaper for some reason.
b) If you're a Delta SkyMiles member, do NOT log into your account when searching for fares. First search not logged in because there is evidence that they present different fare classes at different prices for the same trip based on whether you are logged in or not. Once you find what you want, note it down, then log in and do the same search. If you can ultimately book it cheaper when not logged in, do it, and then call in and have them add the booking to your account afterward; you'll still get your miles either way but you'll have paid less. If you are able to book for less while not logged in, send them an email through their website and bitch at them aggressively about how they're screwing their dedicated customers when the general public can get the fare for less; they should throw some of their nearly worthless skymiles your way.
c) This is a pain, but search for your planned travel as a round trip first, then as a bunch of one way trips, and then as a multi-city trip. Frequent fliers often find that Delta's website will present you cheaper options for getting from point A to B and back if you do it as one way trips or multi-city trips as compared to a round trip.
d) Once you have found the absolute lowest price you can on delta.com (often referred to as DL.dumb in frequent flier forums because of how broken it is), then do the same search on the Google ITA website: http://matrix.itasoftware.com/search.htm It will often find routines that are cheaper than the ones Delta allows you to see through their website. If you find a better and cheaper routing, call Delta and book the ticket by phone using the routing codes that the ITA site will give you for the specific trip.
e) Finally, try orbitz.com; they like to buy Delta tickets in bulk on popular routes (which Vegas typically is) and will often have prices less than Delta's own website. If you find it cheaper that way, book it, then have Delta add the reservation to your skymiles account afterward. You'll still get the same miles. Do not book the more expensive ticket on Delta.com and then call in and try to use their price match 'guarantee' because it will not work. The fare class they sell Orbitz is different than the fare class they sell you, even though both tickets will effectively be the same, i.e. coach is coach, but they'll use that useless difference to deny the price match guarantee, making their guarantee useless.