The STL station is located in a formerly industrial area under a highway, but if you walk 5-6 blocks north you'll find the Washington Loft district with a number of cafes and such. Union Station (old depot converted to a mall) is two blocks west with its typical food court chains and a Hard Rock Cafe. Lombardo's, a fancier place, is said to exist there, but I've never been in. If you take the MetroLink east to the Convention Center station on the other side of downtown, a Pi (Chicago style pizza) restaurant and a couple other joints have recently opened.