Not sure about NV or TX regulations- someone from those states can chime in.
As far as transporting a handgun in your luggage, I usually put a cheap hard-sided handgun case with two locks inside a soft-sided suitcase. The handgun case must be locked with a lock that only you have a combination or key to- NOT a TSA lock. The suitcase should be locked with a TSA lock.
Tell the airline you want to declare a firearm, and they will have you sign a red tag to place inside or on the outside of the handgun case. It can't go on the outside of your luggage.
As for magazines or ammunition, the easiest thing to do is unload the mags, and put the ammunition in the factory box. There are other options, but they confuse people.
I fly at least a couple of dozen times a year, and have never had a problem.