hey dogluver, I just made the move from NJ (right across the water from NYC) to Rocky Mount (in Franklin County) this last August. In all honesty, the culture shock has been pretty heavy duty. I absolutely miss the "vibe" that goes along with a close proximity to the NYC area.
That said, Rocky Mount is not a bad place, but it
is the county seat...and like almost every county seat in any other place, there are specific problems that go along with that. My impression of Rocky Mount is that it is a small town that is trying hard to "be something". It
does have all the necessities, and is definitely
not some secluded upstate hamlet where you might have to do your grocery shopping at the minimart attached to the local gas station.

It lacks a variety of real restaurants, but does have a couple...along with lots of fast food joints, a couple of grocery stores, a WalMart, a Lowes, and a bunch of other non-chain stores.
As far as Ferrum goes...again, not a bad place. But if Rocky Mount is small, then Ferrum is tiny! There literally is not much more than a small cluster of stores (a DQ and convenience store...something else maybe?), Ferrum College, and a whole lot of spread-out residences.
Floyd seems to be a really cool town...there's much "more" there than Ferrum. And it's much funkier and (in my opinion) more vibrant than Rocky Mount.
But honestly, I really look forward to our trips to "town"...to Roanoke! And after living in Rocky Mount for the year we have signed a lease for, we will be looking to move to, or closer to, "town".
Roanoke (and Salem as well) are literally ringed by mountains that are pretty impressive and much more present and looming than what you get further south in Rocky Mount. Roanoke has a variety of neighborhoods, tons of shopping and dining options, malls, Barnes & Nobles, etc, etc. And because of those mountains, you retain the feeling of living in a mountain town without some of the more negative (backward?) aspects of living "further out".
In the spirit of being candid, a few things that really bother me about the sothwestern VA area are as follows...
Unlike many mountain towns that folks seem to flock to
because of their proximity to outdoor recreation and natural resources, many folks seem to live here
despite the mountains. Almost like the mountains are just a convenient high point of land to slap a cell tower on! It's sad, because it really is a beautiful area.
And I am not used to the lack of natural lakes! For much of my life, I spent chunks of my summers in the Adirondacks of upstate NY where my family had two cabins on a piece of property with frontage on a beautiful, secluded, and private mountain lake. We were surrounded by beautiful natural lakes. Smith Mountain Lake is a man-made lake...as are most (all?) of the sizeable lakes in VA. That, to me, is like surfing in an artificial wave pool. Or rock climbing inside a gymnasium on artificial holds. Or "hiking" on a treadmill. Or maybe I'm just being too much of a purist.

If you are moving from Chi-town, don't need acreage for livestock, want to "get out in the mountains", but don't want to be culture-shocked into homesickness...I would really suggest a serious look at Roanoke or Roanoke County. I think you'll find everything you've grown accustomed to in the city
and some beautiful scenery!