Hey Hongo, I used to drive a cab out here in Vegas for a few years. A ride from the Luxor would probably run you about $30 - $40 one way, not including a tip to the driver.
A few bits of advice would be to stick to your guns and go to the parlor you want to go. Don't let the driver tell you about a better place. Most cab drivers would want to steer you to a place where you would get ripped off. If you do take the advice of a driver, ALWAYS stick with the Asian sounding places and avoid with all your will places like, Passions and Sensations. These places are major rip offs, the reason cabbies would like to take you there is because these places tip the drivers anywhere from $100 - $150 per customer.
Also, depending on the time of day you want to go, getting a cab back to the strip can be a bit of a problem. There are not that many cabs outside of the strip corridor so your wait time for a cab can be anywhere from 20 mins to an hour, depending on the company you call. In the Henderson area a good reliable cab company to call would be Deluxe cab, they are pretty good at pick ups since they are limited to picking up only south of Sunset (Henderson area). Or you can let your driver know that you will need a ride back and ask for his/her number. More likely they would wait or come back for you if it's within 30 - 40 mins, it's better for them to get a ride back to the strip than to drive back solo (no $). Be sure to give them a nice tip upfront if you are requesting them to take you back. If you give them $2 they will definitely not come back for you, they will say they will but not likely.
One final thing, seeing that a round trip ride to and from Henderson could run you $60 - $80, you might be better off renting a car for the day. If you rent it in advance you might get a great deal on the rental fee and it gives you more freedom to try out some of the other parlors in Henderson.
Have fun.
