I've seen it both ways, as to whether Lyons said, "This means war" or not. To me, whether he said that one sentence or not doesn't really matter. Everything he said up to that point, including the statement that he, Lyon, would see every Missourian dead and buried if they denied the will of the Federal Government, was a statement of war. That was very apparent by who ever wrote down what Lyon's said, whether is was Snead, who attended the meeting and was Gov. Jackson's secretary, or Conant, Lyon's aid, also at the meeting, that Lyon declared war on the State of Missouri. The statement, "This means war!" could have been said, or the writer may have used that sentence to sum up what Lyon had said. Certainly Jackson and Price thought war had been declared upon the State of Missouri, as did the others at the meeting, as they sat quietly wondering, "what just happened?" After Lyon's statement, what else could be said? The die was cast for the state of Missouri.
Phillips, in his book, "****ED YANKEE, the life of General Nathaniel Lyon" included the "This means war!" as part of the speech that Lyon's made. Phillips footnotes for the quote includes "Missouri Democrat, July 2, 1861,"; Peckham," Lyon and Missouri" pg. 248; Snead, "Fight for Missouri" pgs. 199-200. I'll note that I have never read an author who had more disdain for his subject as Phillips had with Lyon. He thought Lyon was brash, impulsive, and insubordinate but also had an overwhelming desire to punish those who did not hold the same opinions as Lyon. Phillips ends the chapter regarding the Planters house meeting with the sentence, "Nathaniel Lyon had forced war upon Missouri." I thinks that's pretty telling from a man who wrote a book about Lyon.
Parrish, in his book "FRANK BLAIR, Lincoln's Conservative" also includes the sentence "This means war!" although he put that sentence in italics and notes in his footnotes that there were several versions of Lyon's final remarks. He also sites the same sources as listed above in Phillips book.
I put the majority of blame for the war in Missouri squarely on the shoulders of Blair and Lyon. Certainly Gov. Jackson played his minor role, but it was Blair and Lyon that, in my opinion, were the instigators, the ones that saw secessionists behind every tree and they were the ones who were proactive in bringing war to the state. I have and always maintained that no other state suffered as much from the War as Missouri and the majority of that blame rests squarely upon Lyon and Blair. Both of the above authors agree with me.