I didn't go to Vegas, but I did elope. It was wonderful. I never dreamed of a big wedding, and because my husband is much older with kids my age, and between my crazy family and his with the constant 'this one isn't talking to this one' etc., I said SCREW IT! It's my day and I'm eloping! I haven't regretted it and probably never will.
As others said, it's not for everybody. I personally have never cared for large weddings and even though I have lots of fun when I go, there are lots of things I just don't personally like.
But, regardless, go with what's in your heart!