Black Gold,
We're located right outside of StL and really enjoy the camping we have right in our backyard. It sounds like you've already done Rend Lake, but keep in mind there are several different campgrounds to try. Since you seem to enjoy camping around the lakes there are COE campgrounds at Carlyle Lake, Johnson Shut-Ins (Mo), Sam A Baker (MO) is a great park, the kids may enjoy Elephant Rocks State Park (MO) if they are not too young, I think someone has already mentioned French Lick (IN), and you can't forget Lake Rudolph Campground in Santa Claus (IN).
Hope these help.
Doug