As an ex-KC guy myself, I can corraborate all of electrobuzz's suggestions. Especially Weston Bend. Don't think you can do any four-wheelin there... but it's great for mtn biking, hiking, etc.

Also, Union Station is really impressive - a giant restored train station that has great restaurants, theatres, museum etc and it's right across from great shopping at Crown Center.

One of my favorite bars in KC is O'Dowd's on the plaza, which is an actual, centuries-old, Irish Pub that has been transplanted from Ireland.