V.W.
Not really sure where you are going to be when. You live in OK? Are you driving to Gatlinburg and then on to Orlando? Is the total trip 4 days, or are you spending a few days in each location or what exactly is your plan? It is a full day's drive from one to the other. I mean a FULL day. Probably 12 hours driving, not including stops for gas/food/rest. Maybe more.
If you are driving from OK via Gatlinburg to Orlando in 4 days. You are going to be so exhausted you won't want to do much of anything at either place.
There are tons of free sights around Gatlinburg. It's in the Great Smoky Mountains, after all. Bridal Veil Falls, to name just ONE of probably 20 within a 3 hr distance of downtown Gatlinburg. Then Pigeon Forge is just up the road (20 minutes)... Dollywood, Dixie Stampede dinner show, and all sorts of touristy stuff (Go-kart tracks, gem mining, horseback riding trails, golf, mini-golf, etc). Gatlinburg is full of little shops and antique/art stores. Ober Gatlinburg (ice skating rink, skiing - this time of year you can ride the "luge" thingee down the concrete track without snow/ice).
You can swing through Atlanta along the route, if you want, and go to the zoo. If you go down I-75 there is Wild Adventures (amusement park) in Valdosta, Ga. If you go down I-95, the Golden Isles has Jekyll Island (which is a state park) and several other barrier islands and historic forts to visit (Fort Pulaski, Fort McAllister, Fort King George).
More info about specifics of your travel plans would be more helpful.
Not sure if you are into military history/museums or not. But there is a really good Air Force museum in Warner Robbins. 3 hangars of planes, etc. Lots of WWII era stuff.
If you go through Chattanooga TN, there is supposed to be a good children's museum downtown there. And the ducks you can ride on the river. Also, the Tennessee Aquarium is there.
In Atlanta, they also have an Aquarium, and The Fernbank (Museum of Natural History). If you go through Asheville, NC, you can visit the Biltmore House.