For $20 / night I stayed at Douglas Lake headwaters site 53 right on the lake with wonderful shade. Not all sites are shaded this well, so check it out first. Next time in that area I want to try Greenbrier near Gatlinburg just off of 321. The Pigeon River splits right around the CG; so its close to G-burg but on a beautiful river. You have to drive 416 that runs north to Sieverville, gorgeous.
Sites in Anchor Down range from $49 and up to $139 for a double site with a fireplace and lots of level concrete. Premium single sites go for $79. They charge if you use your own cart and also rent carts. No shade at all, but a really nice pool and lake views. Its near Dandridge and a good 45 minutes from Gatlinburg with light traffic. Traffic in Sieverville can be bad.
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