Hi, my name is M., I live in Olathe. I think you are in for a plesant surprize. I moved to Olathe 8 years ago, and love it. I'm originally from Detroit, so the idea of a smaller city was a bit scary for me (although I was anxious to get out of Detroit). Here are a few thoughts for you. As for school districts, Blue Valley is considered the "best" however if you look at test scores, and everything, Olathe and BV school are very close, depending on what you're looking at they are 1st and 2nd in the area, so IMO you are in good hands in Olathe, but you don't need to spend Overland Park prices. As for housing that close to shopping, being from a big city, nothing here is that far away, but one of the main shopping areas in Olathe is 119th street between I-35 and Black Bob of course they just added another huge area on the West side of I-35. I live on the West side of Olathe (if you have a map 135th/Sante Fe and K-7). I don't know much about Texas but find KC to be an easy town with plenty of highways to get around and do whatever you want.
As for things to do, we have tons. Not IN Olathe, but in KC (which for the most part you can get just about anywhere within 30 minutes unless it's rush hour). There is a zoo on the East side of KC that I really like but I think it's relative. Detroit had a horrible zoo. This one has a lot of walking, but really nice habitats for the animals, and they are constantly making it better. We have the Plaza and Crown center which are in KC itself, but is a fun occasional shopping area. Then there is the Legends which is fairly new not far from Olathe, that is where the race track and the great wolf lodge, Cabela's, and lots of restaurants, and outlet shopping. Olathe itself has a Bass Pro Shop and Overland Park has a realy nice mall.
We have live theatres, and Dinner Theatre. We great football (even if we aren't winning, it's worth the experience to go to the stadium and check it out), no basketball or hockey, but they keep working on it. We get all the major concerts and everything.
Basically KC has most things any big city has to offer, in a smaller, small town feel, city. Does that make sense?
As for preschools, there are a ton everywhere, so I'd wait until you find a house to look, it's all a matter of preference. I went with one close to home and fairly cheap and have been very happy.
I would also recommend joining a Mom's group. That was a real life saver for me. I belong to one called Mothers & More. We are nationally offiliated, and we have around 90 members, so you are bound to find someone who lives by you, as well as someone who you click with. We have playgroups, and Mom's night out, and informational meetings. Last night they cooked for the Ronald McDonald house. The group is exactly what it says, a MOMS group, regardless of work, or no work, we focus on the mom, some are more kid orented where it's about always doing stuff with your kids, which can be good, but I like getting out without kids too.
Good luck in your move, let me knwo if you have any more questions, I think you'll like it here, most people do when they get here. The ones who don't are usually the locals who don't know what a good thing they have cuz they've never lived anywhere else LOL :)
M.