Kansas would probably be cheaper. There are literally places where [they’ll give you the land as long as you build a house](www.kansascity.com/news/…/article262864183.html. Admittedly, these are in tiny towns.
On the Missouri side, I’m thinking NE of KC. Like perhaps around here. Between I-35 and I-29. The two major interstates would be on the outside of the new city, instead of how it is these days where highways go right through cities. Maybe even go closer to the Iowa border. Kinda inbetween Omaha, Des Moines, and Kansas City (like 1.5-2hrs away from each city), with (further) access to I-80 and I-70, two major east-west highways.