My wife and I drove from New Orleans to Pensacola Florida over a few days a couple of years ago. The best part was Gulfport/Biloxi Mississippi.
If you want to gamble, there's plenty of casinos there. Good southern food too.
I recommend heading here for some grub:
http://www.catfishcharlie.com/
Not much to look at from the outside, but lots of 'colorful' locals inside, and friend food out the wazoo. Definitely an experience.
Also... this was awesome (Unleash your inner Forrest Gump) :
http://www.biloxishrimpingtrip.com/o...e/default.aspx
Have fun!