I got this from Las Vegas Insider:
Are there any indoor pools? The only two hotels with indoor pools are not on the Strip. There's a Best Western on Valley View about 10 minutes west of the Strip and the Holiday Inn Express at Sahara & Durango is about 25 minutes to the west. During the cold months the Tropicana uses a glass partition to enclose the covered section of its large pool by the hotel's Island Tower. The pool and surrounding indoor area are kept heated to a comfortable level. There is also a Jacuzzi spa there. In the winter one of the Tropicana's smaller outdoor pools which is designated for adult use only is also kept heated to about 90 degrees. Normally that would be too warm, but in winter, when Las Vegas' nighttime air temperatures hover in the mid-twenties, a midnight swim in that pool is like basking in a hot spring. The tough part is getting out of the pool.http://www.lasvegasinsider.com/html/lvipools.htm
If you can afford it, the Tropicana sounds awesome.