While it is technically a gun store, I don't recall seeing anyone actually buy anything there, but try the Bass Pro shop just off the interstate on the way to Sevierville. It is really in Kodak, but why quibble about a patch of sidewalk.
J. Floyds, or maybe it is Hammer's now, I don't recall is in Sevierville proper. It is ok, and has some optics and such as well as guns. But you will have to wade through the golf sticks and balls to get to them. Haven't been there in a while, but seems like the prices were average.
There is a "new" gun shop in the area, but I cannot recall the name.
Go to the Tennessee Gun Owners Forum, tngunowners.com and search for gun shops in the Kodak/Sevierville/Pigeon Forge/Gatlinburg areas. All these cities basically run together now. Like here, there are a bunch of good people on that forum, and bound to be one in the area that will respond.
While you are in Tennessee, let me suggest coming up to the Roan Mountain area as well, or maybe on your next trip. All the beauty of the Smokies, without the tourist traps. The Roan Mountain area is very close to Boone and Blowing Rock NC as well, lots to do in the whole region, and we see less traffic in a month than you will see in Pigeon Forge in one day.
The Highlander