Local stores near Independence aren't the only way to shop! You can also find name brands from online retailers and get them shipped right to your door!
Weight and body shape are a major thing you should consider in your choice. Your experience with a mattress may be completely different than someone who weighs significantly more or less than you. In general, heavier sleepers will need more support from a mattress to be comfortable, than a lighter sleeper.
The firmness of a mattress refers to how soft it feels, and is a somewhat subjective measurement. Don't confuse this with the support it provides, as that's more a measure of how well it holds your back in position. Firm mattresses may provide great or horrible support, and the same is true for softer options. Find a blend that works for you!
A high quality mattress isn't cheap, with prices ranging from a few hundred all the way to a few thousand dollars. How do you get the most bang for your buck? In most cases the answer is to choose an online mattress retailer. Physical retail locations have huge overhead, and the online sellers don't play on the same field. Since they all have great return policies, you should definitely try one out.