I cant remember anything specifically firearm related...Theres some tacticool-type tourist hole in the wall stores that sell some knives and swords and swat-type gear. you know the kind of places. might find a couple things that interest you, the hand-crossbows are pretty darn fun to me.
That knife-works place people are mentioning is pretty great. my dad has a couple pieces he got custom made on his honeymoon and he thinks they're like the greatest thing ever. hes hardly exaggerating, they do FINE FINE work.
If you a tobacco (especially pipe) man i would very seriously recommend the little tobacco place inside the actual mall there. After going through a couple blends of their pipe tobacco nothing else is good enough anymore. They have the same excellent cigarette/cigar selection as any other nice tobacco place, but they buy and blend their own pipe tobacco and it really stands out.
Nice area, i spend a lot of time in eastern Tennessee. kicks the crap out of northern IL. I'd recommend the Cherokee Indian Reservation as well, pretty sure its right in that area.