i haven't been to a live music show in ages because i'm an old lazy hermit, but there are a few i've considered recently. either way, KC seems to be collecting music venues. this article doesn't mention jazz clubs or regular bars with live music, but i'd have to think those factor in as well.
http://www.kansascity.com/entertainment/ent-columns-blogs/back-to-rockville/article178036246.html