The Garden Glow at the Missouri Botanical Garden is in its second year, and it seems to already be a 'thing to do' in St. Louis over the wintry holiday season.

I'd rank it almost equal to the great light displays at Our Lady of Snows Shrine , Tilles Park , and the St. Louis Zoo . Along a large portion of the Garden's paths, various light displays take you around some of this historic sites and buildings inside the Garden, and while parts are a bit 'touristy' feeling, the event is nice if the weather cooperates.
I highly recommend going if the temperature is above freezing (unlike last year, when it was like 10°F below!).