Welcome to the RTA Forum!

If you drive, I assume you'd take I-40. It certanly goes into the mountains, but it doesn't have the major passes and canyons you see on I-70 through Colorado. If "the canyon" you've seen alot about refers to the Grand Canyon, you would be at least an hour away, However, your most direct route would take you over the Hoover Dam.

Plane travel is simple. Go to the airport, check in, go through security, get loaded into a fiberglass tube, and you're at your destination within a couple hours.

I wouldn't recommend train travel on a trip to Vegas. Amtrak does not serve Vegas via rail - although I believe they offer a bus which would then connect to its trains.