The kits out at St. Louis Wine & Beer are a good place to start (don't listen to them if they try to sell you a 5 gallon glass carboy as part of it though--they tend to peddle that secondary voodoo nonsense). Spiderwrangler is right, try and go by on a weekday. The owner, Dave, is great and will be happy to answer all your questions. When you start buying ingredients in larger quantities, Kent at Missouri Malt Supply is the best place for the cheapest (and freshest) stuff.
There are several local clubs. Tim and I are members of the largest and oldest St. Louis Brews
. The Brews forum has a lot of good info. If you're out in the sticks, there is also the Garage Brewers (West) and East Side Brewers. I highly recommend regularly attending at least one club's meetings--try them all out and see which group's style & geography fits your sensibilities best.
Hey Hey dont forget us at STL Hops homebrew club - pretty new but there are many options in the metro area!!