When it's 96 degrees, you want to wear cotton to keep cool. Cotton retains water (your perspiration) which has a cooling affect. Conversely, when it's cool out, you wear clothing that keeps you warm.
Clothing helps you stay dry and comfortable. How do you prevent becoming chilled? Wear layers of clothing. The secret to layering is combining the correct clothing in the proper order. Done correctly it traps air warmed by your body heat while wicking moisture away from your skin.
The first layer (the one closest to your skin) will wick moisture away from your skin while trapping body heat. Any of the wicking fabrics found under the trade names Thermax or Coolmax work well. They come in different thickness. The colder the climate, the thicker the material you will want.
The middle layer acts as insulation. Fleece sweats, polypro pullovers, or a long-sleeved flannel shirt are good choices. The middle layer can be more than one garment. The final layer protects from wind. A windbreaker is fine in Las Vegas, except during winter months in Mt. Charleston. Jackets made from GORE-TEX are recommended during winter.
There are plenty of good websites to check for the forecast. Here are two I use:
Weather.com and Noaa
Note; Both links are set to Las Vegas. NV. You can easily change the setting to your home town.