When I went a couple months ago, I stayed at Casino Queen. Yes, East St. Louis is a rough area, but the casino area (and RV park) has good security and is reasonably well kept. The transit station is right next to their gate.
There is the St Louis RV Park in the middle of the city, in what is said to be not the best neighborhood. I didn't wander by there specifically, but I would not be against staying there if the need arose. The Casino Queen park is a little nicer, with a few trees and such, and (at least when I was there) also had slightly better rates.
Things to see in St Louis...I would not miss out on the City Museum (the second time I had been there), which is utterly unique. It does involve a good bit of climbing around and some or a lot of crawling to really make it particualrly worthwhile.
The Zoo is excellent. The science and art museums are also said to be pretty good (and also free admission). If you're interested in trains, the National Museum of Transportation is definitely worth stopping at; they have a very large collection of railroad cars and engines, as well as a rather smaller but significant collection of cars and trucks (including some quite rare vehicles, such as a Chrysler turbine car). The Cathedral Basilica is stunning (inside), one of the largest mosaic installations anywhere. You could see about catching a game by the Blues and/or Cardinals, too. I don't know how easy or inexpensive Blues tickets are, but I was pleasantly surprised that I could get a nosebleed seat behind home plate for $30 about 45 minutes before game time, and had a good if slightly distant view.