The Missouri Department of Conservation distributes seedlings that are very inexpensive. I think they start taking orders in November. Here's the link:
http://www.conservation.state.mo.us/forest/nursery/seedling/

These are all plants native to Missouri, though some which grow in the bootheel might not be suitable for the KC area. I've been planting hazelnuts, black walnut and pecan, and I think the seeldings would have done pretty well if not for deer damage. If you often see deer on your property, I would suggest razorwire bush and cyanide tree.

Chuck