There are two campgrounds in Eureka on I-44. 25 minutes to the Arch from them - straight down I-44. The rates at both are in the $50 neighborhood. One is a KOA and the other is a Yogi Bear. Both cater to Six Flags right next door to them. There's a Good Sam park in Kahokia, IL (
http://www.cahokiarvparque.com/?utm_source=GoodSam). BBQ restaurant right on the campground - Yum!
Be sure to visit the soon to be national park "Kahokia Mounds". It's a world heritage site and state park right now. Hundreds of years ago it was the largest city in North America - larger than London at that time. Very impressive!