Mark Twain Hobbies in St. Charles is about as good as St. Louis hobby shops get. Located off of I-70. Decent pricing, good N scale selection.
Schaffer's in Sunset Hills is full retail, good selection of N scale - but geared to the starter. Located at Lindbergh and Gravois Rd.
If you have the time to venture to Illinois - 2 great shops there:
Red Board Hobbies in Belleville, IL has a great selection, and Paul offers some discounts.
K-10's trains in Maryville, IL has a good shop, good pricing and a MONSTER HO scale layout that is too cool to miss.
MRLX1020