I can't remember any great stores in Crossville when I was living near there a few years back. There was an Army/Navy store, C&C Army Surplus, close to a winery near I-40.
You will probably have better luck in Cookeville, TN. It is about 30 min. west of Crossville on I-40. They have Cumberland Mountain Outdoors, Outdoor Experience, Cumberland Knifeworks (I don't know if they have a physical store or just online), and French's boots. There is also another good shop for boots and shoes in Monterey, TN... it is about 1/2 between Crossville and Cookeville, I believe the store was called Simon's (I am not certain on the name).
There was also a good hunting store in Cookeville on Jefferson Ave. (south of I-40 about 1-2 miles... near hwy 111).
Don't get me wrong, there could be plenty of good places in Crossville, I just can't remember any.
I hope this helps.
I encourage you to drive down to Fall Creek Falls State Park while you are in the area, it is really nice this time of year... actually it is nice all year.
Enjoy the great state of TN... go Vols!