They are not too picky.  If it is in a rifle rack, visible from the outside, it can be loaded.  If not visible, then it must be unloaded and in a case.  Loaded mags are no problem as long as not in the gun.  Handguns cannot be loaded or uncased under any circumstances.  I am not an expert on MO law, so double check this before taking this as gospel.  You might find a post by Gunslinger and e-mail him.  He is an LEO and great guy.  He will know the last word, and is very helpful.  

Your gun should be cased and not accessible from your driver's position.  Ammunition should be separated, preferably not in arm's reach.

My recollection is that St. Louis passed an ordinance prohibiting tranportation of firearms through the city - it might be dumb, and it might be unconstitutional, but do you want the hassle?