We've been to the Dells multiple times, and just went to the Smoky mountains for the first time this past summer. Beautiful area!
The Dells is like a much smaller version of Pigeon Forge, only without the mountains in the background. There isn't nearly as much to do in the Dells, but it's still fun. I would recommend doing the upper Dells boat tour, which is really scenic. Hopefully it's open when you go:-). The deer park is neat if your kids like animals; you can feed and pet deer. I also highly recommend The House on the Rock, which is amazing! Buy lots of tokens for the musical machines. Talisien (sp?) is close by too, but I think most (all?) of the tours require kids to be aged 12 or older (or at least that was the case when I checked a few years ago). We've never been, but the reviews for Circus World Museum in Baraboo are pretty good. Not sure if it's open in October though.
Devil's Lake State park is nearby, with some good hiking. You may be disappointed after hiking in GSMNP though, as Devils Lake doesn't come close (IMO). Pretty, but no waterfalls or mountains, and of course no bears or elk:-).
I know you said you'd rather stay in a cabin, but to me part of the fun of the Dells is the waterpark resorts. Plus...since you're going in October weather can be dicey; the inside waterparks would be something fun to do on a rainy day or in the evening. We loved the Wilderness. The place is huge, and besides the waterparks has laser tag, mini golf, a haunted hotel (kind of lame), arcades, paint your own pottery, ropes course, wagon rides, zip line, probably a few other things I'm forgetting. They do have cabins/houses you can rent, but I'm sure they're expensive. Also have condos and regular hotel rooms.