Tuesday, March 15, is Missouri's Presidential Preference Primary. Polls will be open from 6 AM to 7 PM. Sample ballots for each party can be found on the St. Louis City Board of Elections web site.
You can also check out their website to verify your current polling place.
Anyone who wants to participate as a delegate in the Democratic convention (or participate in the selection process of ward delegates in April) must have voted in this Primary. (Note: This rule was dropped by the Missouri Democratic Party in 2012, but as of this posting is still in effect for 2016.)