I have been to Joe Ds in Brookside, enjoyed it, but haven't been back in over a year.
http://www.kansascitymenus.com/joeds/Not strictly a wine bar, but a very wine friendly spot I recommend at the Country Club Plaza is Classic Cup .. great value.
http://www.pitch.com/locations/the-classic-cup-cafe-on-the-plaza-4584/[/URL]