1) Mike's Guns on 94 in St. Charles (grin, just saw him at breakfast yesterday a.m. with the missus at a local IHOP!)
2) Nassau in St. Peters
3) C&S metalwerks off 94
4) Graf's Reloading in St. Charles is an interesting hit for ammo reloading, but not much for guns.
5) Denny Dennis in South County
6) Gateway Outfitters (used to be Dunn's) - not a huge selection, but decent service. - in St. Charles.
7) Midwest collectors in St. Ann is a hole in the wall, but the guy really does know his colts, as mentioned in a prior post! very close to Lambert airfield.
St. Charles & St. Peters are about 17-20 miles from the airport. You're looking at a 15 minute trip for anywhere from $18 to $30, depending on the cab service. St. Charles yellow cab - 636-724-1234.
There are usually 'gun shows' or 'military collectibles shows' this time of year in Missouri; keep an eye on on the web, or check the local paper. Warning: "caveat emptor" (hopefully my latin is not too rusty, folks)
I recommend looking around when travelling - I recently acquired a superb colt match target ar15 while involved with a relief effort in the south.