In St. Louis, there's some good Blues stuff going on all the time.
Leroy Pierson (among others) plays a mean steel bodied guitar locally and frequently.
If you ever want to make sure you aren't missing any good Blues artists from all eras, check out the play lists (or streaming programs, when available) on KDHX.org - Very strong Sunday evening lineup of Blues oriented shows. The Monday, Thursday and Friday drivetime shows (4-6PM, Central time) also regularly play some nice tunes. If you want to hear Blues players w/ "Big", "Lightning", "Little" or "Mississippi" in front of the names their mothers gave 'em, listen to KDHX (FM 88.1, St. Louis - commercial free, listener supported community radio).
Personally, I've got tons of John Lee Hooker, Elmore James, Bobby Blue Bland, Lightnin' Hopkins, Muddy Waters, Robert Johnson, Sonny Boy Williamson and many other on my Ipod. I'm always looking for more. In that vein, have you checked out any of the Fat Possum label's artists? Here's a clip from the man (RIP) the Stones, U2, Clapton... everyone would go see when they were anywhere near his Meridian(Clarksdale?) Miss. juke joint:
Junior Kimbrough