American Bottoms (IL)
August A. Busch Memorial Conservation Area (Wentzville)
Babler State Park
Bell Mountain Wilderness Area (Caledonia, MO) (Almost high point)
Berryman Trail (Steelville) - Very Long (24 Miles), Designed for horses, easy movement.
Buford Mountain State Forest (Caledonia, MO) - 10Mi, Difficulty: Very Hard, poorly marked trail, very high, good overlooks.
Castlewood State Park
Chubb Trail (Lone Elk Park?)
Cliff Cave County Park (South County)
Council Bluff Lake (Potosi, MO)
Crane Lake Trail (Ironton, MO)
Cuivre River State Park (Bedford) - LOTS of trails (38 mi total), all sorts of scenery. (Park Page)
Forrest 44 Conservation Area (Ranken) - Lots of trails (for a city park) (12+ miles). 
Fults Hill Prairie Nature Preserve (Fults, IL) (Really short)
Green Rock Trail (Eureka) (BSA)
Greensfelder County Park (Eureka)
(3-6-05) Green's Cave Bushwhack: Hamilton Hollow Route (Sullivan, MO) (Meramec SP)
Green's Cave Bushwhack: Sleepy Hollow Route (Sullivan, MO) (Meramec SP) - Goes the same place as above, except comes from the north instead of SE.
(9-04) Hawn Park (Ste. Genevieve, MO) - Did this as a backpacking trip (Brian and Tom were the only ones to show up :-( ) We should definitely go back sometime.
Hickory Canyons Natural Area (Sprott, MO) - Very Short and Easy
Howell Island Conservation Area (Chesterfield, MO) - I'm not sure how to get onto the island.  Flat,7mi of trail though.
John J. Audubon Trail (Ste. Genevieve) 12mi, maintained by BSA (contact in STL for map?) Mark Twain NF.
Johnson's Shut-Ins State Park (Lesterville, MO) (Goggins Mountain Wild Area) - 10mi on the side of a mountain.
Little Creek Nature Area (Florissant) - 3 Miles (On a bunch of trails), Easy Hiking
Little Grand Canyon (Murphysboro, IL)  - 3.6mi loop, lots of towering rock formations, 350ft drop in 1mi
Lone Elk County Park
(6-04) Lewis Trail and Clark Trail (Defiance, MO)(Weldon Springs) - Evening hike, summer 04
Lost Valley Trail (Defiance, MO)(Weldon Springs) - Other side of highway 94 from L&C, 8 miles
Lower Rock Creek (Fredericktown, MO) 4-8 miles, very rugged, no trails, hike in the canyon, a.k.a. "Cathedral Canyon" or "Dark Hollow"...possible winter hike, see frozen waterfalls and ice formations.
Meramec State Park (Sullivan, MO)
(8-04) Pere Marquette Park (??, IL) - Sunday afternoon hike then BBQ, summer 04
Pickle Springs Natural Area (Near Hawn SP)
Powder Valley Nature Center (Kirkwood)
Queeny Park (Town and Country) - 7 miles/6 trails
Rock Pile Mountain Wilderness Area (Cherokee Pass, MO - 10mi SE of Frederiktown) - 12.5 miles of mostly ridge line trail, not many people come here, two mountains and  a waterfall, esp recommended for time when leaves off the trees (but then you can't frolic in the watefall?)
Rockwoods Range (Eureka)
Shaw Nature Reserve (Botanical Gardens)
St. Francois State Park - 17mi/4 trails
St. Joe State Park - 29mi/4 trails, includes 4 wheeler area, 11 of the miles are paved, 6.5 mi pine ridge loop is challenging
St. Stanislaus Conservation Area (Hazelwood)
(4-16-05) Taum Sauk Mountain State Park (Ironton, MO) - 3mi (plus 12 on ozark trail), talles peak in MO, tallest waterfall in MO
(12-18-04) Washington State Park - 11.25mi/3 trails, done fall 04