Here's a couple of places we like:
The City Market - downtown Kansas City in the river market area is where we go a lot. Here is the link to the city market (there is a lot that goes one there besides the farmers market) http://www.thecitymarket.org/
Also, you can go to the Parkville City Market in downtown Parkville along the river. Here is their info: FARMERS MARKET: In City Parking Lot Saturdays in season, from 6 a.m. to sell-out time, Wednesdays 2 p.m. to sell-out, May 13th to October. Here's Parkville's website: http://www.parkvillemo.com/
Welcome to Kansas City! We live North of the river too - about 10 blocks from Gladstone.
M.