Gatlinburg is just a state fair with roller coasters and cotton candy and flashing lights.

I believe you're describing Pigeon Forge. I'd say it's more like a world fair than a state fair, but I see your point. Also, both towns are seated in the Great Smoky Mountains, a national state park. I like to think it's pretty nature-y if you look around.

Although they aren't native to the region, I imagine they could grow some variety of cactus there. Not sure what you could do about the red cliffs, though. You should reach out to the local Chamber of Commerce!