True, but not illegal to ignore the sign.
That's true -- in Vegas. The worst that will happen is you'll be asked to leave with your firearm assuming
they know you have one. If you don't do something to give that away, there should be no problem. If they want to be nasty, they could trespass you on the spot, and you'll be risking arrest if you come back/stay.
Other places, however, do assign "the weight of the law" to their private business' Gun Free Zone signs. If you violate the sign's directive to be disarmed, you can be charged with a crime. That's on top of any trespass consequences.
So, know your local ordinances, and plan accordingly.