Went to Lonnie's Reno Club on Saturday night with my whole family. Can't believe this thing isn't more widely known.
Basically it's a pre fixe dinner with a show in the basement of the Ambassador hotel. Food is pretty good, but the show is something else. It's a 4-piece jazz band (with some world-class musicians), fronted by the titular Lonnie McFadden, who sings, dances, and plays trumpet. Between songs he engages with the audience (the venue seats probably 50 or 60) and talks about the history of KC's jazz scene. The show and dinner is about 3 hours or so. It's not a cheap night out, but one of the most fun and unique experiences I've ever had in Kansas City.
If you're looking for an evening out with a date, or something to do with a visiting out-of-towner, this comes highly, highly recommended.