Whenever I want a break from Jackson and don't want to travel too far, I usually go to Vicksburg. I like to go to the bluffs and look at the river and then go to Ameristar and lose my hard earned money.

I also like to visit the military park. Parts of downtown Vicksburg has a New Orleans feel because of its architecture. If you want to shop, there is Pemberton Sqaure Mall and there is also an outlet mall accessible from I-20.
I have only been to Natchez once and I thought that it was a beautiful town. There are a lot of antebellum homes there with tours throughout the year.
Wherever you decide to go, I hope that you will enjoy your visit.