[WARNING, LONG]
Well, I've lived in St. Louis on and off most of my life, so I'll try to be as helpful as possible.
Small Farm owners: good question. I'm a city slicker. I live on the South Side, but was born and raised in the western upscale suburbs. I'm not up on small farms.
The St. Louis area: is structured in concentric rings. There is the original city, shaped like a vertical oval on the west bank of the Mississippi River. Then there is a semi-circle of suburbs ringing the city to the west. Then the outlying farms ring the suburbs. The Illinois side is composed of East St. Louis, and various dumpy industrial towns. The suburbs are starting to grow from the small towns and farming communities in Illinois. My dad owns a (very) small farm in Waterloo, IL., a pretty farming town that is fast becoming a suburb. It's 45 mins-1 hour away from the northern suburbs.
Okay, here's a breakdown of the regions in St. Louis (and my opinionated takes on what they're like):
St Louis City:
Downtown - partially revitalized with some night spots, football/baseball stadiums, convention center, city hall, banks. Surrounded by run down neighborhoods and housing projects. The Riverfront area has the Gateway Arch monument, riverboats (w/gambling), and "The Landing", a night spot with tons of classy bars and nightclubs/concert venues. See your favorite indie rock band at "Mississippi Nights".
North City - very poor, crime ridden, predominantly african american (St. Louis is a racially segregated city and busing is a perennial issue here).
South city - mixed neighborhoods (some very poor, some middle class/blue collar - where i live, some moderately upscale). Used to be mostly German and Polish people, now much more ethnically mixed. The "South Grand" neighborhood is equally white/black/vietnamese & bosnian. Lots of good vietnamese restaurants. South St. Louis has one of the largest "little Bosnias" in the US, composed of war refugees. South City close to downtown has a revitalized historic "Soulard" neighborhood with cool brownstones and trendy restaurants. They hold a HUGE mardi gras parade too, though it doesn't hold a candle to New Orleans (and It's a lot colder).
West City - very poor areas nearer the city, turning to extremely upscale areas around Forest Park, Washington University and the "Central West End". The CWE is a arty neighborhood with mansions and open air restaurants and a 4-star hotel. Expensive, hip place to live. Forest park is as large as Central park and has a world class Zoo, open air opera theater and a bunch of museums (was the site of the 1904 World's Fair). Closer into the City reside the Fox Theater and St. Louis Symphony, though surrounded by tough neighborhoods.
The EAST SIDE:
East St. Louis is a living example of Urban Blight at it's worst. In 1913, blacks moved north, whites rioted, then fled and then the mills closed. It's been a mess ever since. A slew of small polluted industrial towns now serve as a (very) sleazy red light district for St. Louis. Outside of these places, Belleville is a fairly nice place to live, as are Alton (with lots of haunted houses) and lots of small farming towns. Cahokia is a dumpy industrial town that sports "Cahokia Mounds", capital city of the Mississippian Mound building culture that lived here in the 1300s AD. Collinsville has the world's largest ketchup bottle (ha!) and is the site of "DIE CON" a mini gaming con, and "ARCHON" a medium sized sci fi con with good guests and some decent gaming too.
THE SUBURBS: each region is it's own "County", called "North St. Louis County", "South St. Louis County" & "West St. Louis County". County governments are run separately from the St. Louis City govenment, which is rightfully criticized for inefficiency and some corruption.
NORTH COUNTY: I've never lived there, but I teach at a small parochial school in the inner northern burbs. This area is ethnically mixed. It's traditionally been caucasian, but a lot of middle class/working class african americans have fled the urban blight in the north side ghettos and moved out to the suburbs. Some tension has resulted (whites are afraid the crime will follow) and property values went down a bit. Most people stayed and seem to actually be getting along fairly well. I teach at a school with 50% white/50% black students and we have virtually no racial tension. Race is an issue in the surrounding community though. Some suburbs in North County have seen a rise in violent crime, others haven't. It's very hit and miss, and attempts to figure out where to live are complicated by nervous whites blaming crime on african american settlement and by outraged african americans accusing white residents of racism. The tension isn't as bad as I make it sound, though.
As you go Northwest away from the city, you get near the noisy airport. Then you get to the Missouri River and St. Charles, where a lot of people are moving--it's being heavily developed. It's got an historic 1800s era district, riverboat gambling, and new subdivisions. It might be worth checking out as a place to buy a house.
The SOUTHERN BURBS: are also developing. A few small towns like "Festus, Arnold and Mehlville" have been filled in with tons of subdivisions. The area is mostly white w/some bosnian immigrants. It's middle/working class, kinda rednecky. A lot of people go to church around here too. Incidentally, St. Louis has a huge Catholic community, and an equally sized protestant community.
The WESTERN BURBS: starting in wealthy Clayton (an urbanized banking center--a lot of banks moved out of downtown to here) and in trendy University City, a lot of cultural stuff is in this area. U City has a main drag called "The Loop" with art house theaters, hangouts, restaurants, and things to do. Lots of Washington U. college students hang out here. U city is next to some tough neighborhoods, though. Rapper "Nelly" sold drugs as a teenager in U City. The rest of West county is composed of sprawling suburbs. Many small towns like Kirkwood, Webster Groves and Manchester were developed over the past 50 years into very nice suburbs, while retaining their own town governments and small town feel. Expensive to live there, but generally good schools. Strong sense of isolation from other areas of St. Louis and "City problems".
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LAWS: I'm not up on the laws between Missouri and Illinois. Missouri Car Licensing laws are a pain, with extra emmissons inspections and fees that Illinois lacks. In IL you pay a higher sales tax on gasoline. The City of St. Louis charges it's residents more in taxes than the county governments do. Each small suburb around St. Louis has it's own small town government and local laws as well.
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LIVING on the North Side. Man, I've been everywhere in St. Louis, EXCEPT North County. I'm certain there are some nice suburbs up there, though. DON'T i repeat DON'T live in North City. It's a dangerous, violent ghetto, with street gangs, drugs and a high murder rate. Most people reason that the farther out you live, the safer you are. I have no idea if that's true

. sorry I can't be of more help in this regard.
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Gaming: aside from the two conventions in Collinsville, IL, the local gaming store chain is dominated by "The Fantasy Shop". There are several throughout the area. They have equal parts gaming and comic books.
A few indie stores survived being put out of business by the Fantasy Shop. They are:
The UNDERGROUND in Fenton (SW suburbs) - Good selection of Gaming stuff. There's a nice malt shop next door.
The HOBBY SHOP (in South City) - run down but with the best selection of miniature and historical gaming stuff in a 500 mile radius.
and MEDIEVAL STARSHIP (in O'Fallon, IL.) - Fantastic Gaming store, they own the original GDW sign from GDW's Bloomington IL offices. They're friends with Marc Miller.
There are a few more small stores sprinkled around the region, but I can't remember their names. We've probably got about 15 or so shops in an urban area of 2+ million, which is actually quite a lot!
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finally, check out:
www.stltoday.com is the website for the St. Louis Post Dispatch newspaper. It's a good start for checking out what's going on in St. Louis, including the social scene.
Whew! I hope this helps answer some of your questions. Oh yeah, and I game too

. A good place to meet St. Louis gamers is the Archon sci fi and gaming convention. Their website is:
http://www.stlf.org/archon/index.html
Look for the "Gaming" link to find out about gaming there.
Good luck and best wishes on your move.