Holly Madison is on the move - again. Hugh Hefner's former girlfriend, who moved out of the Playboy Mansion soon after breaking up with Hef in October, is now leaving LA for good. "I start in Peepshow at Planet Hollywood [in Las Vegas] on June 22, and there is a lot of dancing involved," Holly tells In Touch. "I'm very excited and making the big move tonight for the rest of my life, hopefully!" So now that Holly is in Vegas, what else is she going to do besides her show? "I am doing a reality show around my Vegas show, which will be fun," she says. "I am used to having the cameras around, and you do become friends with the guys behind the scenes; they become part of your extended family and you have fun with them!"