When you leave St. Louis, head a bit southwest towards Annapolis, Mo. They call it the Arcadia Valley, and it's scenic and fun. Friday nights down that way, they have something called "Pickin' on the Square," just a bunch of locals get together and play their music. Google "Arcadia Valley," might perk your interests.
In that area are some cool state parks. Johnson's Shut Ins, Elephant Rocks, and nearby is the Ozark Scenic Riverways. Canoeing, hiking, sightseeing are plenty down there.
Arkansas has some great parks. You mentioned Eureka Springs, a cool somewhat crowded place. There's a few nice COE CGs near there by the reservoir (Dam Site CG). and some nice private CGs. We stayed at Wanderlust CG last fall, very clean place, and they offer shuttle service into town.
