If you do stop in Natchez and have an interest in music,take a bit to make a side trip across the bridge to Ferriday, Louisiana and see the Delta Music Museum. Unfortunately their hours are limited these days, open only 2 or 3 days per week, since they lost most state funding a couple of years ago due to budget cuts.
p.s. and if you are in the mood for doughnuts there is a great doughnut shop in Natchez on the highway that leads to the bridge Hwy 84/425? about 3/4 mile from the bridge on the north side of the road at an odd angled intersection.