A.S.
I know you said you've gone to parks, but have you gone to Antioch Park or Loose Park? Both places are great for walking, and you can feed ducks at both. Loose Park has a beautiful garden in addition to the rose garden and fountains.
There's also the fountains at Crown Center, there's lots of stuff to do there as well. They are putting on an Oz exhibit right now, which is free. Then there's also Kaleidoscope where you can do free art projects. The Crayola store is also lots of fun.
Most libraries have some sort of story times too, which can be good for a break from the heat.
Lastly, www.KCKidsFun.com is a great resource for lots of fun stuff to do in the area with your kids.
Hope this helps!