If you are doing a Form 1 Individual, no much too it, no special requirements that I'm aware of...
Fill out paperwork
2 Copies of Form1 (make a 3rd for yourself as a reference till, the original comes back approved)
2 PassPort Photos
2 Sets of Prints from the Sheriffs Office (or somewhere you think will do a good job)
Not sure of that stupid certificate of whatever its called is still needed, that certifies your a citizen and all the info you filled out is correct.
Don't forget now in MO (or anywhere in the US) you don't have to get CLEO sign off, but you are still on the hook to Notify... I send a copy of the Form1/$/Whatever, plus a cover sheet, saying Dear Mr. Sheriff, I'm filling out this Form___ and Required to notify you... Blah, blah, blah... I send it via Post office/Certified mail so I get a receipt of delivery...
Other than that, Unless I forgot something I think thats about it...