There are actually some fantastic spots in Kansas City, MO and the surrounding areas.
For one, the Nelson Atkins Museum of Art. It's a big, beautiful building with immense stone steps and columns out front. There's a sprawling lawn and a manicured garden, as well as some bizarre installation pieces (Giant Shuttlecocks, anyone?). Inside, there's a well-lit marble atrium and some colourful walls for backdrops. As far as I know, they're just fine with photographers, as long as you aren't photographing near the paintings.
The Country Club Plaza was inspired by Seville Spain, so there are many tile and stucco walls as well as big, majestic fountains. If you're looking for a setting that's not so "Midwesty," this would be a good bet.
A bit south of the Plaza is Loose Park, which has a rose-garden, a lake, and large garden trellises. There are also some kind of interesting statues strewn about, such as two giant armillary spheres. The rose-garden, when in full bloom, is positively gorgeous.
For more urban settings, there are areas such as the West Bottoms and the Crossroads. The West Bottoms is mostly Victorian-through-Depression-era warehouses and train tracks. The Crossroads is like a smaller version of the West Bottoms, but it's mostly art galleries and coffee-houses. There are still some really great photography locations here, though.
Independence, MO (a 15-minute drive from the heart of KC... as well as my hometown), though small, has some kind of interesting locales, photography-wise. Old rusty water towers and dilapidated (but still inhabited, mind you!) Victorian mansions, as well as derelict railroad tracks and depots. The owners of the locations tend to be very nice about photographers on the premises, and some even welcome it.
Addendum to Independence: there is an ENORMOUS Victorian-era mansion called The Vaile Mansion that has been restored and opened for tours. Its lawn has a fountain and gardens, as well as two long rows of trees that work very well for framing subjects in in photographs. Taking pictures outside the mansion tends to be kind of tricky, as it's so big that, after a certain time of day, the main tower completely obscures the sun thus eliminating a light-source. Anywhere else on the grounds must be photographed CAREFULLY so as to avoid rusty pick-up trucks and loudly-painted trailer houses in the background. However, the inside of the mansion is open, but one must purchase tickets (well worth the seven or so dollars!). I haven't asked, but it seems like they'd be open to the presence of photographers. They didn't seem to have an issue with the tourists snapping photos left and right.
Of course, that's not everything. There's a lot more that can be found by pure exploration (how I found most of this).
TL;DR: If Kansas City isn't TOO far a drive, it's got some really great locations.
PS: I'm so sorry for the freaking ESSAY, y'all.