Okay, before someone else lists the Gatlinburg area as a tourist trap, I have to say that my husband and I went to Gatlinburg for our honeymoon in May 2000, and we couldn't have had a better time anywhere else. We stayed a week and could have EASILY stayed another 3 days. It was the most relaxing vacation we have ever taken in our lives.
Yes, there are a lot of Ripley's Museums, "Indian artifact" shops, and enough generally cheesy stuff to last you a lifetime.
However, rooms, food and the like is very cheap there (you can get a nice hotel room for about $50 a night in high season, or rent a 2 bedroom, 2 bath, cabin with fully-furnished kitchen, jacuzzi, hot tub, washer/dryer, satelitte TV, gas fireplace and a view of the mountains for $100 a night like we did). The area has the best fudge I've ever tasted (even better than Mackinaw Island), great outlet shopping, a beautiful and free national park, several beautiful Thomas Kincade painting galleries, and tons of great barbeque restaurants.
And I've never personally been to Dollywood, but I have driven by it and several travel guides said it was a pretty decent amusement park with rollercoasters and the like.