Arkansas suggestions:
1. Blanchard Springs Caverns. We've been to quite a few caves and this one is notable for its generally pristine condition. Above ground, make sure you hike to where the springs come out.
2. Consider camping at Lake Ouachita SP. FHU available. There are also COE CG's at various places around the lake. Hot Springs is within driving distance from these CG's.
3. Agree with visiting Eureka Springs. Lots of up and down walking so you'll get your exercise. Interesting historic houses and buildings. Loved the Local Flavor Café. Be prepared to wait for a table. Some interesting art galleries. We camped at Beaver Lake COE park nearby.
4. Drive the Talimena Scenic Byway on the border of Arkansas and Oklahoma.
5. Spend a rainy day exploring the Crystal Bridges Museum in Bentonville. Except for a special exhibit they may be presenting, the rest of the museum is free. Amazing collection of North American art, from pre-Revolution to today. Plan on a full day if possible. The building and the gardens are interesting in themselves.
6. Don't know if you are going this fall or in the spring. If the river levels are good, plan a float/canoe trip on the Buffalo River. Also many hiking opportunities here.