If you're trying to stay local, here's a good one about 10-15 minutes from Wentzville.
http://corkandbarrel.com/
I'm a snob when it comes to restaurants, and I was pretty impressed with this place. Good sized portions for the money, they have homemade bread that they don't charge you for, very good balance of flavors, I just wish it was closer to me!! (Edit: I don't think it's on the online menu, but they usually have prime rib on Friday and Saturday nights that's roasted on a XXL Big Green Egg......first come, first served on it.)
There are some other good places as you venture into St. Louis, but you're talking more $$$$, riots, etc.
Al's, Annie Gunn's, Spiro's, Kries's, Tuckers, and Reed's, all really good. Nothing against Morton's or Ruth's Chris's, but they're more of a national/franchised place for tourists. Good steak (as it should be for $50-60), but $12 if you want a baked potato or 3-4 sprigs of asparagus. There are a lot better local family owned restaurants if you ask around (which you did.)