Hey there... You'll be fine at most any hotel in Las Vegas but the more high-end the better and those hotels that have a topless/European area will be even more receptive. Venus Pool at Caesars Palace, Moorea Beach Club at Mandalay Bay, European Pool at Wynn Las Vegas. I've actually seen several guys in thongs at Luxor pool but usually in summer during their gay pool parties on Sundays. I've also heard the pool at Rio Hotel is a bit more thong friendly, but have never been there before myself.
Let me know if you have other questions about Las Vegas