A set in Vegas, rocking wild (6)
I believe the answer is:
savage
'wild' is the definition.
(similar in meaning)
'a set in vegas rocking' is the wordplay.
'set in' means one lot of letters goes inside another.
'rocking' is an anagram indicator.
'vegas' anagrammed gives 'svage'.
'a' placed into 'svage' is 'SAVAGE'.
(Other definitions for savage that I've seen before include "Brutally criticise" , "Untamed or undomesticated" , "Wild, untamed" , "Cruel; wild" , "Uncivilised and fierce" .)