I used to stay at the hotel there as well while in STL on business. The closest place to play is Dr. Video which is west of 270 on the Gravois Road exit - about 25 minutes from where you're staying.
There is the new place (Spanky's?) which is only 5 minutes or so from you, but it's my understanding it is not a safe place to "play".
Good luck!
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Jay Might
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