1kbike,
since I'm moving to Mo. in the near future, your question about carrying a shotgun on your bike interested me. Yes, you can carry one, under "Open Carry"
http://civilliberty.about.com/od/guncontrol/a/Missouri-Gun-Laws.htm
As to whether your shotgun can be loaded , well, that brings up the question:
"what is the technical term for an unloaded shotgun?"
answer: a club!
If you can't carry it loaded, you might as well opt out for the baseball bat.
I'm a transplant from Texas...Depending on where you are moving to, you'll love it here. The weather is a lot cooler and people are nicer. Anyway, you can open carry in some areas freely and other places there are restrictions, like Saint Louis, forget about it there. so while open carrying a pistol may be perfectly legal a shotgun may not be. Also, same as carrying a concealed firearm in your car. Here, you can carry a loaded gun even in school zones, so as long as it is concealed in the car and you don't as the law says, "brandish" the weapon. (DUH!) Anyway, I'd unload my long guns before heading to the range just in case.