Flown to HND 4 times, my approach is from the southwest, overall I find it to not be a difficult flight, but I've never done it in anything other than Day VMC, the mountains south of the airport do come up quick, and near the California and Nevada border there are some pretty decent hills as well. My point being that it is very nice to see that you are over the hills. I've not yet had trouble with the winds out there, arriving once on a warm Sunday afternoon, a warm Saturday afternoon, and two pleasant morning arrivals (one Saturday, one Sunday).
Additionally, because the Class B drops as you get closer to HND you can't just climb as high as you might like to get over all the hills, I have been cleared into class B twice there, and twice told to remain clear, if you are told to remain clear there's a relatively narrow band where you are below the shelf and above the surface minimums.
It's a beautiful terminal, and if you buy 20 gallons of fuel they waive the first overnight parking fee. Also, it's full service so if you just give them your tail number they'll fill you up so you're ready to go whenever you are arrive. I think from SoCal, it really is the only way to go, if money is at all a concern; VGT seems even more complex with the Class B and doable, but why bother since it will probably take longer to get there from the south, and McCarran I understand is not particularly cheap.
It is a pretty expensive taxi ride to the strip though, fortunately, I've never needed that but you may want to plan on renting a car, if memory serves Hertz is on site.
Also the long runway is pretty darn long, so if you are concerned about the winds I'd just carry a little extra, emphasis on little, speed and using up more of the runway, of course coming out to the desert and getting practice on crosswinds is never a bad idea!