I'm in the very early stages of planning (can't even quite call it a plan yet, still dreaming)-- don't know when's the next time I can go to Paris, maybe not before next year. Whenever that may be, I'd like to do a side trip to see the Centre National du Costumes de Scene ( http://www.cncs.fr/ ). Besides that, how much else is there to see in Moulins? Would you do a day trip or overnight trip, and are there any other nearby towns that I should combine with it? Lyon or somewhere else? I prefer big cities with old architecture. (Must be accessible by public transportation).

Also, how is "Allier" pronounced?

I don't know this place, but Allier is pronounced Ah-ly-eh, but you ellide the last two syllables so it's al-yeh, with a definite almost al-yay sound to it but not quite - no y sound.Accent on the last syllable.

I think you have to make almost an Italian gli sound but swallow the g even more. So Al-gli-ey. Like StCirq its hard to be clear but I guess the tongue presses against the pallet for the al and then comes clear and slightly forward for the gli-ey

Moulins is a really nice city with an important historical aspect, not only is there the CNCS but also a castle, a cathedral and the city center is full of surprises.
While you're there, you can also go to Vichy and Clermont-Ferrand, both are interesting.

Nevers is not far from Moulins and has several gothic churches and a Ducal Palace.