The fleecy padded seat looks silly at J&D Bicycle Shop in Jefferson City, Missouri. It’s easily twice the size of the wide saddle on the touring bike I rented earlier today from Trailside Cafe and Bike Shop in Rocheport, about 45 miles northwest of here. But my once-in-awhile approach to cycling has caught up with me. I need this padding.
Still, no one can blame me for wanting to travel at least a portion of Katy Trail State Park, which stretches from north of St. Louis to south of Kansas City. The mostly flat path travels through farmland and at times squeezes between the Missouri River and towering limestone bluffs. Depot-style shelters mark trailheads every 10 miles or so; little cafes dot the crushed-limestone route. So do wineries and a microbrewery known for its rollicking live music. My overnight stops—including Rocheport, Jefferson City, Hermann and Augusta—feel like rewards after hours spent pedaling under a canopy of russet trees, over old bridges and past golden rolling farmland.
I booked this trip through Independent Tourist, a travel service that shuttles my luggage from one B&B to the next. A bonus: Their folks at Katy Bike Rental pick me up, all smiles and no judgments, when I can’t pedal another mile.
“I keep saying I should have a guest book in my car. I’ve met people from all over the world,” Robin White says as she ferries me from Tebbetts to Hermann. “This is something that everybody can afford to do.”
And actually, you don’t even need a bike to enjoy the trail. Plenty of people drive town to town, hitting the trail for a morning walk before spending the day at museums, shops and wineries. I think next time, I might do it that way. As Robin and I chat, my fuzzy seat flies off my bike, now strapped to the back of her SUV. Good thing the only stop I have left today is Augusta’s Montelle Winery, with a wide view of the river valley—and a comfy deck chair to enjoy it from.
It’s easy to tailor this trip to your budget and interests. You can take Amtrak from St. Louis west to Sedalia, or vice versa, and bike back (202 miles). Four-night trips through Independent Tourist start at $825 per person, including B&B stays and shuttle. (866) 269-9913; independenttourist.com  For day-use riders, Katy Bike Rental has shuttle service during fall weekends. (636) 987-2673; katybikerental.com 
A rehabbed depot in this town of 8,300 serves as a cute visitors center along the Katy Trail. It’s a few blocks to the Hotel Frederick, a boutique hotel with pressed-tin ceilings, antique furniture and a fine-dining restaurant that serves dinner. Plan to drive about 10 minutes east for the star attraction: Warm Springs Ranch, where Anheuser-Busch breeds Clydesdales for their hitch teams and commercials. Take an hour-long tour to learn about the operation, see the foals and enjoy a glass of cold Budweiser. (660) 882-3967; goboonville.com 
This no-stoplight town (population: 239) has a smattering of gift shops, including the sophisticated Stockton Mercantile; A Stone’s Throw, showcasing locally made art for reasonable prices; and Art and Antiques. Two quality B&Bs—the Yates House and the School House —cater to cyclists. On a bluff above town, Les Bourgeois Vineyards and Winery offers an impressive selection of locally made wines and Blufftop Bistro overlooking the Missouri River. rocheport.com 
A newer pedestrian bridge spanning the river makes biking from the Katy Trail into this city of 43,000 safe and easy. Tours of the capitol and its striking Thomas Hart Benton murals and the reportedly haunted Missouri State Penitentiary are absolute musts. Central Dairy has scooped its premium ice cream since 1933, and Arris’ Bistro buzzes with lively crowds and Greek dishes. The Capitol Plaza Hotel is comfortable and offers bike storage. (800) 769-4183; visitjeffersoncity.com 
German heritage and a proud winemaking tradition combine to give this pretty river town (population: 2,400) a party vibe on Saturday nights. A private trolley shuttles visitors to the town’s six wineries; plan to do tours and tastings at Stone Hill Winery, where lively guides prove that you don’t have to be stuffy to know a lot about wine. In the walkable downtown, grab some chocolate-covered cranberry clusters from Ricky’s Chocolate Box and 46 flavors of specialty brats (caramelized pear and Gorgonzola, anyone?) from the Hermann Wurst Haus. Wood steps at the German School Museum show the wear of little feet, and exhibits explore life here 150 years ago. The owners at Alpenhorn Gasthaus serve delicious meals in the dining room—as well as port and dessert in a romantic candlelit stone cellar beneath the B&B, which is on a hill above town. (800) 932-8687; visithermann.com 
Live music and cold brews reward riders at Augusta Brewery Company in this town of 257. The tasting room can get crowded at Augusta Winery, but cheery staffers keep the atmosphere fun. You’ll find quirky, fun items at Stone Ledge Antiques. The view and seasonal live music (on weekends) at Mount Pleasant Estates are great; if you’re traveling by car, head out to Montelle Winery, which has good thin-crust pizzas. Fussy decor aside, the food shines at H.S. Clay House Bed and Breakfast, where our breakfast included custard French toast. (636) 228-4005; augusta-missouri.com 
(A version of this story appeared in Midwest Living® September/October 2013. Prices, dates, and other details are subject to change, so please check specifics before making travel plans.)