There are a number of caves in MO between St. Louis and Branson; I don't know if one is more interesting than another, because I've only been in one of them (Onondaga Cave). In summer, it's a good, cool place to go. Branson is loaded with shows, and nearby Silver Dollar City has a good number of amusement park rides. Eureka Springs is mainly a touristy little town, built on a hill (you'll get your exercise), with small shops lining the streets.
I don't care much for cities, so my favorite place in Arkansas is Petit Jean SP between Russellville and Morrilton (S of I-40). A nice waterfall, hiking trails, the "turtle rocks", a couple of shallow caves, high scenic overlooks, campsites under the pines, and evening interpretive talks by the rangers.
