I have 2 ideas that may interest you.
There is a ghost tour that picks you up downtown
http://www.hearseghosttours.com/ where you actually ride in a hearse! They have these stool type chairs that you sit in in the back of the hearse, I went with them and it was an awesome time.
Also, the Tunderbird Inn
http://thethunderbirdinn.com/ is an old hotel that has been updated and has neat quirky things to give it a southern feel like Krispy Kreme doughnuts for breakfast and moonpies for turn down. The rooms have fridges in them which can help you save some $. I also believe kids stay free.I haven't stayed there personally but have heard it was a good time here.