There aren't a lot of places to choose from here in central Mo.
Homestead Farms is in Owensville, Mo and would probably have the best selection, but it may be too far out of your way.
Nature's Melody Nursery is in Warrenton, Mo. They have a good selection online, but I haven't had the chance to visit yet and I think you have to call ahead and make arrangements for a visit. But they're about an hour west of St.L
My in-laws have a daylily farm, as well as hosted and bunch of other plants, in Perry, Mo (not far from Hannibal, Mo), called Lake Country Gardens. But they aren't online. He has a few hundred varieties on around 3+ planted acres. Most are from the 90s/early 2000s, and priced affordably.
If you just want to view some daylilies, the botanical gardens in St.L has a large variety, courtesy of Mr. Michael Bouman.
Bear in mind our peak bloom here in central Mo is right around July 4. Are you wanting to find a place where the plants can be dug then and you can take them home right away, or are you okay with viewing, selecting, and then having them shipped at a later date? I will be watching for anyone who knows about western Illinois...I could road trip myself if there was a good place