We've got a pretty active burner community here. Like ben-no said, there are weekly meet-n-greets every Wednesday at the Handlebar (4127 Manchester), starting around 9ish. Attendance varies, but typically most of the people there at 10:00 are burners (later in the night, the bar fills up with other folks).
St. Louis folks organize a regional burn in mid-June (http://www.gatewayburners.com/gateway/
). Midwest Burners (mostly KC based people) throws a larger regional in Missouri in early May (http://www.midwestburners.com/interfuse/
). There are various mini-burns locally throughout the warmer months. There's not a whole lot going on in the winter, but we do have Santarchy on Dec 17, and a fundraiser in conjunction with the local hackerspace sometime in Jan/Feb.
Pandora's Lounge & Fix-it Shoppe is the main/only St. Louis based theme camp at Burning Man. If you're interested in camping with a theme camp, you might want to look it up (although not everybody going to BM from STL camps with Pandora's, nor are all the Pandorans from STL).
The Yahoo Group (http://groups.yahoo.com/group/gatewayburners/
) is the most "official" source of info on BM stuff locally, but seems to be gradually dying in favor of Facebook. Most of the stuff I've mentioned above (Gateway Burn, Gateway Burners, Interfuse, St. Louis Santarchy, Pandora's) has it's own Facebook page.
Hope to see you at a meet-n-greet or one of our upcoming events