How about one of the casinos? The ones downtown and on the strip may not allow them still, but maybe one of the Station casinos will. There is a Station Casino in Henderson called Fiesta.
Sam's Town on Boulder Highway use to be reasonable, I see it's now a KOA. I saw a thread recently about the RV parks within Lake Mead National Recreation Area. I checked them out online and it looks great. The rates are probably reasonable and one of them is close to Henderson. Have fun!