I've been living in Wildwood for a while now. It's a short drive west of St. Louis, and a great city to live in. One of the things I like most about the city is that it makes me feel very safe. The crime rate is far lower than the state average, and it feels it.
However, the small town vibe that it gives off is also noticeable. There's almost no public transit, so you will definitely need a car to get around. In fact, you'll probably have to do a fair amount of driving for most things. Wildwood is quite limited as far as shopping and restaurants go, and the club scene is virtually non-existent.
On the other hand, it's a very beautiful small city and the real estate prices seem reasonable. In my opinion, the best area in Wildwood is the Dr. Edmund A. Babler Memorial State Park. It's a great place where you can relax or enjoy nature.