The Lewis and Clark Interpretive Center sits near the riverfront and focuses on the expedition's time in the Sioux City area. It is especially useful before or after visiting the Sergeant Floyd Monument, since Floyd's death is the local episode that gives the city its strongest national-history connection.
Admission is free, and the attached Betty Strong Encounter Center broadens the story into river, land, and regional culture. It is a good first stop because it tells you what you are looking at when you drive up to the bluff.