There are obviously a variety of ways to get your dress to Vegas but, if you're paranoid about the dress getting damaged or lost and decide you'd prefer to carry it with you, AND you're flying on Southwest, if you've got a large dress, you could purchase an extra seat for it to fly along side so you don't have to fold it up and stuff it in an overhead compartment. To do this:
1) Add one additional passenger when booking on Southwest.com
2) When it asks for the passenger names, put your own name in the "Passenger 1" area with NO middle name, then in the Passenger 2 area, put the same exact name but put XS in the middle name field.
3) Check in like normal.
4) See a customer service rep at the ticket counter or gate to obtain a reserved seat document so morons on the plane don't try to ask you to move your dress so they can sit in your seat.