Petit Jean is one pretty park. The drive to it is also. Don't get in a rush and enjoy the pretty views.
The Rockefella car museum is a must see while there.
There is also a small waterfall you have to hike to that is nice. BUT, be forewarned it is a L O N G hike from the campground. You would do better to drive your towed or tow vehicle to the trail head.
Downtown Hot Springs is fairly nice too. There is still one working "Bath house" in town. It is quite and experiance.
While down town you can fill your water jugs in the town square with some of the hot spring water. We do this almost every time we go there.
IF you happen to have a 4WD tow vehicle or Towed there are some very nice trails in the area. The AR State tourisim office has maps of these they can send you.
Needless to say I have been ther MANY times. Actually own property in Hot Springs Village with a Lake view.
Who knows, one day I might actually BUILD something on the property.....