Las Vegas is all about the party. Parties can go all day and night. Eventually you'll need a break and have to hydrate. Additionally, buying drinks all night in Vegas can be very expensive. Thus we advise you to stock up before you get into full party mode.
If you are coming from driving distance you may want to stock up before you hit the road
Because once you are in Vegas you don't want to waste your time in a check out line.
If you are flying, like most people, there are options for you, listed below, of where to stock up when in Vegas for your big weekend.
Between the Airport and the Las Vegas Strip
An additional benefit for not tunneling is the ability to have your cabbie, lyft or uber stop by a store to grab some quick room supplies.
If you don't get tunneled we recommend stopping at Vons Supermarket on Tropicana:
If you get tunneled have your driver exit I-215 shortly after merging to go to Total Wine & More
While on the strip
CVS - in front of TI
Walgreens - In front of Venetian
Walgreens - between Venetian and Casino Royale
CVS - in front of Bally's
Walgreens - Harmon corner - Near Planet Hollywood and Cosmopolitan
CVS - Between Mandarin Oriental and Monte Carlo
Walgreens - Accross from Monte Carlo and in front of MGM Grand
Liquor Outlet - Across from Mandalay Bay
If you have a car
There are 2 Costcos relatively close to the strip.
One is just north of the main part of the strip:
The other is located in Henderson:
When you are desperate
Your hotel's gift shop is typically your most desperate move to buy supplies. 5 dollar waters and 10 dollar beers isn't anyone's idea of fun.
But its there for a reason:
When you are dying of a hangover, you need supplies.
Don't hesitate just go.
But when you have the chance, stock up the places above.