Never been to Worms Way, but STL wine and beer is great. Dave is a very nice guy and knows his stuff. The selection of ingredients is very good and the price is okay. You can definitely find cheaper prices online and whatnot, but I prefer to spend the extra couple bucks to keep him in business. However, I buy almost everything in bulk (picking up a couple of hundred pounds of grain this afternoon) so I pretty much just use him for miscellaneous stuff...but if I wasn't buying bulk, I would buy all my stuff there. That is my two cents.
On a side note...I had no idea STL had such a presence on HBT