This last weekend, I was in St Louis with the wife and son (and some friends from Chicago.).
We went to this place called 'City Museum', and I tell you that if you have kids aged 4 and up you MUST go.
They are a giant playground for kids AND adults. They have this incredible Rube Goldberg type climbing area out front with slides and cages, ball pits, walkways, ladders, stairs, tunnels...and on and on.
Inside, they had all sorts of slides and areas to explore and crawl through...you could spend hours just trying to find your way around....squeezing through maze-like nooks and crannies.
And the BEST part....a 7 story corkscrew slide...Yes, that's right, SEVEN stories!!!! (The only bad part about the 7 story slide...you have to go up 7 stories to get to it...no elevator here, folks.)
Here's their official website: City Museum
In addition to the climbing and 'spelunking' type areas, they have a room filled with ramps and ropes and walls designed, I think, for no other purpose than getting your kid to tire themselves out.
Highly recommended if you can get there.....