My parents live in Blairsville, GA, which is the first town you come to from Murphy headed toward GA. Murphy is where they go to find a Wal-Mart or to go to the Flea Market, but I don't think they've ever done anything there but shop. However, if you drive a bit into Tennessee from there, you'll find whitewater rafting companies (but only at certain times of the year is the river running). Franklin, NC isn't horribly far from Murphy - 30-45 minutes if my memory is correct - and there's a big antique mall there.
That's all I can tell you. I think it'd be mostly a trip of relaxing and enjoying the quiet and not a lot of activities if you stayed there in Murphy.