Earthquake is probably the biggest threat you are likely to face in your area that will require you to bugout in a hurry.
The New Madrid fault isn't the only one you have to worry about. There is a new fault that was found that starts 20 miles N of the New Madrid fault line and gets fairly close to StL. They are saying that by 2040, there will be a 90% chance of a major earthquake happening.
Stl does have building codes in place for earthquakes and all the bridges across the Mississippi River have been retrofitted. The problem is that this was based on the New Madrid fault line and not this new one just south of StL. Some of the experts say the bridges will hold up, but the approaches will all fall because of liquifaction. You will be able to see the bridge standing, but not be able to get to it.
Getting out of town is going to be tough since you are limited on escape routes with all the rivers around. Heading West is about your only option, but that is also the only option for everyone else that lives through the quake.
You might want to consider finding someone that lives just outside the county to the West or NW where you can store more supplies. This way, you have a destination that is within a day or two's walk if it comes to that.
I live in the center of the state and have been researching what the effects would be for my area when the big quake hits.