We stayed at Majestic Oaks RV Resort
last May. There are full hookups, and the sites are nicely landscaped although they are a little narrow. There are train tracks nearby, but that was the case for all the other campgrounds we saw in Biloxi as well. Can't say how full they are in winter. Also don't know about winter rates, but we got a weekly rate of only $187 when we were there in May.
In Biloxi you can tour Beauvoir, the home of Confederate President Jefferson Davis. Read our blog post on Beauvoir HERE
I don't know if they operate in winter or not, but we enjoyed the shrimping cruise
and I highly recommend the Biloxi Tour Train
(actually a tram) that gives you a lot of history of the area including the devastation caused by Hurricanes Katrina and Camile.