Answer 1 of Are there any clubs in Vegas that play Hard Rock or Heavy Metal music instead of Top 40/Dance/Techno? The only one I know of is 'Coyote. () Photo of Vanity Nightclub - Las Vegas, NV, United States. pauly d djing Photo of Vanity Nightclub - Las .. Listed in Las Vegas - Hard Rock. The Joint at the Hard Rock Hotel. We'll admit it, we weren't too thrilled when Las Vegas's most iconic rock room announced it would double in.