Schaefer's Hobby in South St. Louis County on Gravois near Lindbergh just reset their rocket section about a month ago with a good selection of LPR only (Estes, Starlight, Quest, Custom)
Mark Twain in St. Charles off Interstate 70 (Exit Zumbehl, then go East on Clay St. North of I-70) I'm really not familiar with. Their webstore does not show rockets, but it looks like a 3rd party thing like Amazon so I don't believe it reflects their actual inventory.
My apologies, I thought I posted something here yesterday when I first saw this.
As far as rocketry goes, as Ranger mentioned Schaefer's is better for rocketry stuff. They're in south St. Louis off of Gravois. They carry Estes, Quest, Custom, LOC mini missiles, and I think there's even a TLP on the hook still. They have a decent selection of other hobby stuff as well.
Mark Twain is located in St. Charles, which is NW of the city. They carry strictly Estes and are at full MSRP. They have a decent selection of r/c stuff as well.
As for the other hobby stores you may find in the phone book, I'm disappointed each and everytime I walk into those stores.
Too bad you weren't here during the weekday, otherwise I'd give you a tour of the Boeing products.