also the area around birmingham/montevallo has alot of good hiking/jeeping trails, and the Cahaba river is nice. In some places it carves its way through mountains.
Don't forget about the world famous "Rattlesnake Round-up" in Opp, Alabama. You can sample Rattlesnake served every way possible. Kinda like Bubba explaining to Forrest about all the ways you can cook shrimp! (I never met a shrimp I didn't like)
i second going to cheaha. usually when we have out of town guests, we give them the "tour". we go to Salt creek Falls, then up to cheaha, where we eat lunch at the restaurant there. also in anniston, i would recommend going to Betty's bar-b-q on quintard ave.
edit: also, in anniston we have an Indian burial ground. but you cant talk about it, cause the mayor doesn't like it there and has tried to bulldoze it multiple times. but for the most part its a good place, just a few odd people here and there that cause trouble.