If you are in the area, visiting the Vicksburg NMP is a must. You can do both a tour of the Main Visitor center, drive through the Park and visit the sights on-site such as the USS Cairo Museum, the national cemetery, and the artillery batteries located on the scenic Mississippi River lookouts. The Park has four sections which include the 16-mile main park area which has marked spots along the way.
Along with seeing the park, you should take the chance to visit downtown Vicksburg. It's got murals, and of course the Mississippi River. There's also a new museum that the Army Corps of Engineers opened not too long ago. It's called the Lower Mississippi River Museum. It has indoor exhibits and the M/V Mississippi IV, a boat.