I lived in the CWE for three years with no problems, and routinely took the Metrolink at all hours of the night, routinely went on like 5-mile walks through Forest Park at like 11pm, biked home from the bars Downtown/in the Grove at like 3am.
I also had friends that lived in much "shadier" areas of the city like Gravois Park, etc. Never had a problem there, either.
I'm a somewhat stocky 30 year old dude, but that probably wouldn't make a difference to someone with a gun. There's random crime in every city, and I certainly heard about a few incidents while I was in school there, but St. Louis' crime issue is completely overblown. The crime "rate" appears artificially high because they city is very old and the boundaries are drawn close to the city center...whereas cities like Indianapolis extend out to where the outer suburbs of St. Louis would be. Overall, the St. Louis metro area is probably average or even above average as far as crime goes.
This story is a good summary of the reality beyond the media-driven anti-St. Louis hype:http://explorestlouis.com/st-louis-crime-rates/