It depends all what you are into. I really like the Nelson-Atkins are museum. It is near the Plaza area, which is a nice area. Cabela's out near the Legends area in KCK. There are a couple of Bass Pros in the area. Great Guns/Roger's Sporting Goods in Liberty has got some nice stuff, lots of ARs and 1911s, ammo, reloading, bows and outdoor gear. CR Specialties in Independence has a lot of handguns and decent rifle and EBR selection.
Joe's is great for BBQ and JackStack, my favorite.