1874 Lackland Hill Parkway, St. Louis, MO
If you're not a first timer just skip the rest of this and show up somewhat close to 4 pm...
What to bring:
Wear comfortable clothing that's not too tight. If you have the equipment, bring a harness, shoes, belay device, and chalk bag. You need a minimum of a harness to climb, which is available for $4 rental. It's strongly recommended that you rent shoes for $5 as well, since climbing in street shoes doesn't work well.
Upper Limits West County is the "swank" gym, as opposed to the downtown location. Enjoy amenities such as flush toilets, water fountains, and air conditioning. There are a wide variety of routes from 5.5 (like a ladder, but far more ergonomic) to about 5.13 (if you're reading this paragraph, probably outside your range). There is more information about the facility here:
Admission cost is $16 - but members can get in one guest who's never climbed before free, per month. Ask in comments.
First timer specific
You will have to complete a registration form and liability waiver, so allow yourself about 10-15 minutes for that.
As always, all questions are welcome, including general climbing ones. If I can't answer it I should be able to point you to someone who can.