Hey Mike, welcome to Saint Louis
I've been living in south city for the past couple of years and I've found several good gun shops in the area. If you're looking for a massive amount of selection, the Cabelas attached to the St. Louis Mills mall is huge, but their prices are a bit high. The shops I frequent the most are MidAmerica Arms on Gravois and Top Gun Shooting Sports in Arnold, MO. The prices for both these shops are pretty similar. You will pay anywhere between $505 to $525 for a new Glock. I would recommend Top Gun tho b/c they also have a really nice indoor range (actually heard today there was a fire there, so it will be out of commission for a while) that is only about a year old, and if you purchase their, you get a free range session. Also, check out the Jay Henges range on Highway 44. They recently renovated their rifle/pistol range and it's only 3 bucks to shoot.
Anyway, happy shooting. And, if you're gonna go send some rounds down range, PM me, maybe we can meet up.