I live in TN, Nashville area. Knox is about a 2.5hr drive from where I live but I get up that way from time to time...have some friends up that way.
Personally I think TN is one of the best places to live...the cost of living is much cheaper than most other places, the job market is better in TN than a lot of states and all that means a better quality of life. Weather wise TN is all over the place but the summers are normally brutally hot, 100 plus and the winters are butt ass cold.
Gym wise, Knoxville has some OK gyms, more than likely you'll end up training at The Rush, there are a handful of those in Knox. There's a gym in Murfreesboro TN that is IMO one of the best gyms in the country...I'd put it at top 3 without question. Of course that doesn't help you since that would be a two and a half to three hour drive depending on where you live in Knox.