I've been to the City Museum several times, and it is an incredible place. They have an aquarium, a pipe organ, caves, a circus school, a ten-story slide, a bank vault door, and a hall of insects, and that's just scratching the surface. Here is a collection of pictures I took: http://gcanyon.posterous.com/st-louis-is-amazing and a few more: http://gcanyon.posterous.com/more-pictures-from-the-city-museum-in-st-loui
It's definitely true that this place leans more towards fun than safe: if you don't have bruises, you haven't seen the museum. But common sense will keep you from most harm, a
"How many teamsters does it take to screw in a light bulb?" "FIFTEEN!! YOU GOT A PROBLEM WITH THAT?"