I would recommend flying into St. Louis, MO (STL) as this airport is roughly 2 hours away from the venue. Columbia, MO (COU) is the closest at about an hour away however often times this comes with a much higher plane ticket. Another option would be Kansas City, MO (MCI) which is about 3 hours from the venue. If wanting a direct flight Southwest is your best bet to STL. Currently it is looking like American Airlines is the cheapest option.