I don't know much about the geography of St. Louis, so these suggestions may be completely worthless. But:
Gotta get frozen custard at
Ted Drewes.
We went to
Iron Barley largely because it was on a Food Network show. And it was quite good.
Every time I go to St. Louis, I tell my friend there I want to go to the place that serves
pig snout sandwiches. And he always says no. (It doesn't help that he's Jewish.) One of these days...