L.R.
Definitely Caryville, TN (just north of Knoxville - would be on the way to Lexington/Louisville). It has Cove Lake State Park. We stay at a Hampton Inn there which is on a hillside overlooking the lake and has llamas on the premises. It is only $80/night with AAA. Whatever you do, I'd steer clear of Pigeon Forge - I just found it really touristy and couldn't wait to get out of there. If you like that kind of thing, there's lots to do - I just personally would rather visit a State Park.