There's a pretty impressive firearms collection at the Ralph Foster Museum on the College of the Ozarks campus. In fact, it's one of the better gun collections I've seen on display –– not as good as the NRA's national museum or the Rock Island Arsenal, but damn good. All old timey stuff (no black rifles) but good nonetheless.
If you like roller coasters, there's a couple of good ones in Branson. Celebration City has a nice wooden roller coaster and the one at Silver Dollar City isn't bad. As for Silver Dollar City, yeah, it's hokey, but I'd probably rather go there than a lot of other theme parks. At least there you can watch genuine craftsmen at work and there are some food options that a bit better than the usual theme park fare.
If you head up to Springfield, there's a small family-owned show cave called Crystal Cave. It's kind of off the beaten path and it's probably not as impressive as some caves, but it's worth a stop. The real attraction is the 80-something year old man who takes you on the tour. He opened several of the areas of the cave himself and was still hauling rock and dirt out of there by the bucketfull when I visited him a couple of years ago. For all I know, he may be dead by now, but if not, it's worth a visit.