Hmmm, hotels between the casinos and the stadium? Well, you're talking basically the east and west sides of the city. Depending on what you want to spend, there's a DoubleTree downtown and a few other hotels. All those have good access to 35 N/S and 70 E/W, so you'd be good there.
I'd suggest looking at hotels somewhere on the Plaza, but those can be pricey too.
If you're into the money saving thing, you might check into hotels in either Overland Park or Olathe - those are all real good areas. On the missouri side, I'm not too sure - I'm an Olathe native myself. Enjoy your stay!