In the first movie the Lucky Spot bar is played by The Pine Ridge Club, which is located on TN-18, north of Bolivar (Hardeman Co.) and is just into Madison Co.
Here's the Google Map of the area - The white box at 18 & Swink Rd is the bar.
If you ride east on Swink and zoom about some of the roads shooting off of it you'll see some sights that may be familiar to you. They shot the movie on a lot of roads here about including south of the bar location in Hardeman County. They are mostly very nicely paved now as opposed to what you see in the movie
As Smith41Mag points out they also shot in Henderson (great gun store in Henderson, btw) in Chester Co. There are roads in the movie that I'm not familiar with which may well be near and around Henderson. Henderson is at the junction of US-45 and TN-100.
A really nice motorcycle ride to Henderson from the bar is to just follow Swink (it keeps changing names) south/ south/east to TN-100 and turn left on 100.