Gatlinburg is rather touristy, but I think it would be fun to shoot in the off season. There won't be many people there, anyway, compared to July.
US441 goes to Newfound Gap. It's sometimes closed in the winter, so check ahead. Decent views from various overlooks.
Cades Cove is a beautiful spot, about an hour's drive from G-burg inside the park. Also worth checking on road conditions, but it's much lower elevation. CC has old settlements, wide open fields, wildlife (in season), etc. Very popular spot, but unlikely to be crowded in the winter.