Hello and welcome!
I almost fell out of my chair when I saw someone else from St Louis LOL. Active forum members that live close to each other tend to be rare : )
I've shopped around quite a bit in the city, the best place I've found is the Sappington Farmers Market. It is a grocery store that is owned/run/supplied by local farms. They carry other things too in order to stay competitive with other grocery stores, but it is a fantastic and inexpensive source for locally grown organic vegetables, grass fed beef, free range chicken, cage free eggs, and all of the other wonderful foods we primal-types love. They also do a $10 off $50 special on Thursdays (like shop-n-save does). It is located on Watson near Elm in the General Grant Shopping Center. I'm not sure which part of the city you are in, but it is worth the drive if you ask me.