Missouri is a great state for firearms ownership and for hunting. I believe a shooting magazine just rated us #9 for quality of gun laws, much better than Texas. Our legislature is very conservative and is on mark for making our gun laws even better (significantly) this year.
I now live quite a bit west of the St. Louis area right now, but went to high school in suburban St. Louis area and have relatives that live there now. While St. Louis itself (actually very geographically small) has a high crime rate, most of suburban St. Louis has low crime and is often rated as one of the best places in the country to live. West St. Louis County and St. Charles County are top places to live.
The Ozarks have over 2 1/2 million acres of National Forest and the best float streams in the country. Our conservation department is arguably the best in the nation. Deer regulations are liberal with no limits on does (three bucks, two with a bow and one with a gun). Turkey hunting is great. Missouri has several huge reservoirs (Lake of the Ozarks, Truman, Mark Twain, etc.) for fishing, boating, and vacationing.
There are LOTS of gun stores in the St. Louis area and several indoor ranges. The conservation department operates several outdoor ranges, some manned and some unmanned. These usually go to 100 yards. There is a private range west of the St. Louis area (Benchrest Rifle Club of St. Louis) that has many ranges on its hundreds of acres that include multiple handgun ranges, a shotgun range, and three rifle ranges (one that goes to 600 yards).
I am now retired and have the freedom to move anywhere I want. I have considered Wyoming, Arizona, Colorado, Maine, etc. In the end I have decided to spend lots of time VISITING those wonderful places and staying right here in good old Missouri. Good state!