The Arch is a really nice view.
If you were departing VFR from KCPS, which is Class D under the shelf of the St Louis Bravo, the KCPS tower does not give a clearance to enter bravo. So after takeoff any heading given by the tower is only temporary. You must remain VFR and avoid Bravo, until Approach gives you clearance to enter. That’s my experience, when departing KCPS for a destination that would cause me to cut right through the core of the Bravo airspace if I were allowed to take a direct heading.