C_figaro,
There are several places to dive around Missouri. Here are a few places that are popular not in any particular order:
1) Dive Stop (Quarry)
2) Quail Run (Quarry)
3) Table Rock Lake
4) Norfork Lake
5) Bull Shoals Lake
6) Stockton Lake
7) Mermet Springs (Premier Quarry in S. Illinois)
8) Bredina Springs (Quarry located 1.5 hrs north of St. Louis opening in spring 2011)
9) Haigh Quarry in Kankakee, IL (northern Illinois)
10) Penny Royal (Quarry in Kentucky)
11) Bonne Terre Mine (Expensive, yet worth seeing)
If you're in the St. Louis area, you are only 5 hours away from Lake Michigan. Which offers spectacular wreck diving! I would highly recommend making a trip up to Lake Michigan, these are authentic wrecks that are well preserved. The local shops in STL I don't think offer too many trips up there. However, there are plenty of us that head up that way each summer. There are plenty of shops/captains around the lake that offer affordable trips.
There are also some cave diving opportunities if you're certified to cavern/cave dive.
Blu Diver