Well, let's see...
Ranges: I do most of my shooting at the MDC Busch range, but Bulls-Eye and Top Gun are decent too. Henges is another worthwhile MDC range, but it's a bit far from me.
Shops:
Mike's- good prices, but there's a thread over at Missouri Carry about how he refused to order a PS90 for a non-LEO, since the rounds "will go through body armor." Doesn't seem to care that the AKs and ARs he sells will do that too. I see no point in patronizing a store that does not fully support my rights.
Nassau- also in St. Charles, good selection, good prices, a worthwhile visit.
Gateway Outfitters- good selection, good help, prices a touch high, but again, worth a visit.
On Target- my personal shop. Selection is OK, prices can be a touch high, but they are fantastic there. If you're there around lunch, they'll feed you. This is the only gun shop I've been to that is the welcoming place for anybody.
Top Gun- good, but a bit far for me.
Personally, I recommend going to On Target. Karl (the owner) supports the RKBA fully. They are friendly and knowledgable, and the BS level is quite low. Yes, you can pay less, but IMO, this is where I choose to spend my money.