Where to stay ?

My wife and I are thinking about taking our four year old daughter on a train ride from Kirkwood to Jefferson City. If we do this, we were thinking about spending the night before coming back. Would we need to rent a car to get to a good hotel and things to do, or would we be within walking distance to hotels, restaurants, and other things to do? Any advice on hotels, restaurants, and points of interest would be appreciated.

Thanks, Allan