C.L.
We found a lot of family-friendly things to do in St. Louis several years ago, although our kids were a little older. There is a great children's museum and your kids might be just a little too young, but there's a fascinating museum that's hard to describe called the City Museum. We had a blast there. Our boys were about 4 and 8 at the time. We went up the Arch. You could probably check out the Family Fun magazine website. They often have travel information. You could also just google "St. Louis (or whatever) for kids." There is a really good travel website with information specifically for families, but I can't remember the name of it right now. About 1/2 hour outside of St. Louis is a Six Flags with an outdoor waterpark. Busch Gardens (Anheiser-Busch) has a family friendly attraction (farm, Clydesdales, petting zoo, etc.) and we didn't make it there, but I've heard the Botanical Gardens is nice. If you go there, but sure to have the famous custard. I think it's Drewes or something like that, but just google "St. Louis and custard" and it will come up.
Edited--I almost forgot that we had a good time at the Zoo too. It is an old zoo, but it had some updated exhibits. We especially enjoyed the penguins and feeding the Lorikeets. There was a train ride and maybe a carousel too.