Depends on where you want to be and what you want in the way of amenities. Circus Circus, which used to be a very nice, inexpensive campground, is now a KOA and a bit pricey but is on the strip with easy access to casinos and bus service and has dog runs. Sam's is great but is a bit far out on Boulder Highway. There's an RV park across from Main Street Station, downtown, that is cheap but nothing to get real excited about (unless you're just looking for a place to sleep). And if you're serious gamblers and really only want a place to sleep between gambling, find a nice open parking lot and just park it (of course, don't try this in Laughlin).
Laughlin and Las Vegas are both in Clark County. It's the Clark County Health Commission that says no over nighting in parking lots. Now whether the cops enforce it the same in both towns is another question.