Shaolin is not really worth going. It is extremely touristy these days and you can easily watch their shows online and not need to physically visit.
Luoyang's grottoes and city museum are amazing and are a worthwhile day trip. Zhengzhou doesn't have that much historic architecture left standing and the artifacts in their key museum are similar to what you see in Luoyang.
You can go through my galleries to get a rough idea what to expect :
http://www.globalphotos.org/luoyang.htm
http://www.globalphotos.org/zhengzhou.htm
Luoyang :