For Nevada laws do a quick google search. You shouldn't need a permit to own a firearm in Nevada unless you want to carry concealed. Read up to make sure.
http://www.nraila.org/GunLaws/
http://www.handgunlaw.us/states/nevada.pdf
As for a good weapon....there's a huge range of choices. For home defense, a handgun or a shotgun.
For a rifle...do you want a powerful centerfire rifle or a less powerful rimfire?
If you can only afford one gun as of now and want to use it for everything, get a 5.56 AR-15 with a 16" barrel and collapsible stock.
If you narrow down your search from the choices mentioned above I'll help you with the details.
I'd like to spend no more than $500 on my first weapon.
I see these billboards all the time while taking the I-15 into Vegas for this place that has guns, and a indoor shooting range. I really want to go there and test some out.
http://www.thegunstorelasvegas.com/ heres the link to that place.
Lets get the ball rolling.
I still don't know what i'd want more. I'm not really a fan of hunting, unless I'm going to eat what I kill. Our property borders like a 30,000 acres Wild Life refuge (our property
IS a bird refuge, but a private one with no hunting) and it allows hunting of birds and what not.
A hand gun, maybe. But some sort of semi-automatic, "zombie killing" type gun may be the most fun for me.
Not quite sure yet.
EDIT: While I was back home in Indiana, a friend's room mate showed me his Russian AK-47 that was pretty awesome looking. I've been kind of wanting a gun for awhile already, but then he made the interest larger.