The road from Cataloochee over to Big Creek Ranger Station and I-40 is a nice drive, I have done it several times. I dont think its "legal" to camper camp at any of the beautiful spots along the National Park road between Cataloochee and Big Creek though....not that that is what you guys were doing...it would be cool if you could. However, as you are coming down from Mt Sterling and just as you hit a village just outside Big Creek, you can take a right (head back up the mountain) on more mixed gravel/black top and do another 10-15 miles you end up on the other side of the interstate...its all in NF instead of National Park-land and there were some pull-outs for camping and 4WD looking inlets last time we were out there...several places to explore and camp...but we were in my friends 2WD Exploder Sport and I had a busted ankle.
While your in Cataloochee, if you take the main road to the ranger's station, you can drive several miles into the valley past the Cataloochee trail-head lot. There were many elk, deer, turkey and just about everything but bear. Cataloochee is a nice spot. Great backpacking out of there toward Mt Sterling or the AT. If you ever want to test your stamina, hike the Baxter Creek Trail from Big Creek to Mt Sterling (~4000 ft elevation gain in 6.4 miles).