May is usually a beautiful time in Vegas. It hasn't started the oppressive heat of July/August but its great for golf, or walking between casinos, or just hanging outside by the pool with a drink.

Based on the site http://www.on2vegas.com/lasvegas-weather.html
it is in the high 80's - low 90's which is bearable ("...but its a dry heat..." wish I had the chip for that one).