We went to Gatlinburg over Spring Break, and we always go ice skating at Ober Gatlinburg when we are there. Family fun we all enjoy! The car ride up the mountain is not for the faint of heart, but I couldn't stomach the aerial tram. Some cheesy shops there too, but not much else unless its solidly winter (skiing) or summer (outdoor amusements).
Great snack bar upstairs where you can watch the skaters!