Greenwood Park in Des Moines has a great shady playground as well as a splash pad. The park is quite big and the map below shows where the play area is. While you're there, check out the Des Moines Art Center, bike or hike on the trails, swim at Ashworth Pool in the summer or ice skate on Greenwood Pond in the winter.
The playground is near Bergman Academy, which uses the park for recess. It was packed with students when we arrived today at 12:30 pm, but thankfully their recess time was almost over. It's also a very busy area during after school pickup.