Oof, 115 is pretty up there, but at least you have no humidity. In other words, you still have the ability to sweat and have it afect your body temperature. Here, where the humidity is ~95% constantly, your sweat just beads up on your skin. You get no cooler from it.
Last time I was in Vegas It was ~110 during the day, and it really didn't feel that bad. I DID suffer from 3-4 nosebleeds that week though, from the lack of moisture in the air.
The most important thing to me is that the food everywhere else is just... so... bland. There are too many restaurants I just simply could not live without that are New Orleans only.