K.G.
We used to live in Saint Louis, and we had two small boys. We loved to go to the Saint Louis Zoo. In Clayton, I think it's called the Clayton center, they had swimming lessons for kids starting at age 6 months. Both our boys did it, and they loved it! We also loved Tillis park in the summer, St Louis Mills Mall at any time, going up the arch (riding an elevator is awesome!), going to the farmer's market in Soulard (lots of fun things to look at and feel), blowing bubbles anywhere, the Magic House (there is a free day every month, maybe call ahead to get the date), lots of stuff at Forest Park, and lots of MOPs groups in the area.
I found that my kids really like to help me go shopping, too. They love to help choose fruits and vegetables, the shapes of pasta we bought, and putting things in the cart. They also loved putting the items on the conveyor belt for the cashier. It was little things like that that somehow saved the day on many occasions.
Have fun!