A couple places come to mind:
1. Brownville, Nebraska. A restored prairie town that's kind of nice to see. http://www.brownville-ne.com/

2. The Arbor Day Foundation in Nebraska City. http://www.arborday.org/
I would include a stop at Arbor Lodge State Park, visiting the home of J. Sterling Morton (of the salt family) who started Arbor Day. http://library.thinkquest.org/J0111463/arborlodge.htm Your kids might like the tree farm: http://www.arbordayfarm.org/.

Brownville is about 10 miles west of I-29 and Nebraska City about 5 miles.

One entertaining place in Council Bluffs is the Squirrel Cage Jail, one of only three Lazy Susan type jails left in the United States. Cost is approx $5.00 per person with a guided tour. Next door is the Union Pacific Railroad Museum which is free.

Also, General Dodge House is located in Council Bluffs. Home of the architect of the Union Pacific Railroad and friend of Abraham Lincoln. Tours available.

If you are coming through during the Sidney Iowa rodeo time that is just off interstate 29 in southern Iowa. Check for dates online.

the National Park Service Western Historic Trails Center (free) is located at the last exit before Nebraska in Iowa (24th Street in Council Bluffs), although the road construction makes it a bit of a nightmare getting in and out of there.

We enjoyed the Jesse James house and the Pony Express Museum in St. Joseph, MO when we drove between the same two cities.

Yes, the Pony Express Museum in St. Jo is worthwhile (they tried to talk my greatgreat uncle Wm. Russell out of this losing venture).

I would add stopping off at Weston, MO, which has some history and shops.

Ozarksbill

I agree with many of the rec's above. Weston is nice. From there take 45 north to the Atchison bridge and can see several things there. Come back to Missouri side and head north on 59 - same road as 45, just different name - to St. Joseph. After there, the abbey in Conception Junction is beautiful to look at.