I'm not a tax (or any other sort of) attorney, but I would think that, once the original poster's employer has paid his conference fees, they will expect (require) him to travel to and attend the conference, even if he's paying for the travel himself.
Generally, travel to and from required work-related tasks that are not at your normal job site is tax deductible. So, yes, to the OP, buy your own tickets to Vegas, stay a few extra days after the conference and enjoy a vacation, and (after consulting with an accountant or tax attorney) deduct the cost of the airfare plus the hotel costs (during the conference) from your taxes. And of course travel days and days spent at the conference are work days, not vacation days. Maybe you can negotiate with your employer to also provide per diem?