Along the parkway:
Blowing Rock, NC
Take a bit and check out
Tweetsie Railroad. It's a working steam railway around the mountain with some live shows, rides, and some little shops. It was something we did growing up in the area and holds a lot of fond memories for my brother and myself. I still take my kids there occasionally and being a steam head, love riding the old train around the mountain.
Galax, Virginia:
Galax Smoke House: Good local BBQ
Creek Bottom Brews: Local and national beer with wood fired pizza, smoked wings, and an amazing bowl of chili.
Jeff Matthews Museum: It was neat when I was young and has some local history for the area.
Closer to Hillsville is Harmon's Outlet western store, and they also have a free museum in the back of the store with some other local history and also a picture of my brother taken in the 1800's. No kidding, the guys looks EXACTLY like my little brother, even shares a name with him. My Dad also saw the bulldog calf in it's few hours of life, he grew up near where it was born and the guy who owned it was a friend of my Grandpa and called him to come see it when it was born.
Mt Airy, NC: A little off the Parkway, but this is the home of Andy Griffith, and there are tours you can take of the area and also some good food in the area. You might look into it.
Meadows of Dan, Virginia:
Mabry Mill: Neat old water mill with some exhibts and a restaurant and gift shop. We used to go there occasionally growing up.
Nancy's Candy Company: Locally made candy shop. Not good for your blood sugar or wallet, but an awesome place for some sweets!
Roanoke, Virginia:
Mac and Bob's Restaurant in Salem: Great family atmosphere with awesome food and a great beer selection.
Corned Beef and Co: AMAZING Ruben sandwich, kind of a night life joint so try to get there before 7-8 if you want to avoid that. Parking close by or street parking depending on time of day.
Science Museum of Western Va: Haven't been in years, been intending to take the kids, but haven't.
Roanoke Star and Mill Mountain Zoo: Not a huge zoo but might make for some good leg stretching and there's an overlook at the star. Kinda neat to go up when the star is lit a night too.
Virginia Museum of Transportation: Old steam engines, cars and all things travel related.
Lexington, Va:
Hull's Drive-in: If you are through on a Friday or Saturday, there is a working drive in theater that generally shows good new release movies. We take the kids a couple times each summer and it's always a good time, if you're in the first two rows (in our experience).
Palm's Restaurant: Neat little local joint, usually a good place in the summer when the college kids aren't around.
Afton, Va:
Blue Mountain Brewery: Never been here myself, but it's spoken of very highly by a good friend I trust. I'm going there this summer. Don't be suckered in to going to the Devil's Backbone brewery near by. Expensive, mediocre food and just not a good time at all...
My wife grew up around Harrisonburg, Va, so I'll pick her brain about stuff in that area when I get a chance. Hope these help and I'm not far from Roanoke, Va, so shoot me a message and I'll give you what tips I can about other stuff around here and some possible campsites and such.