We have an Edwin Watts in Knoxville, a Dick's, Academy and a Golfsmith down in Chattanooga and Nashville.
My take on the following:
Academy: Good place to shop for gear if you know exactly what you want and don't need a lot of assistance. In the several times I've been to ours I've never seen anyone who really knows anything about golf in their Golf area. I generally only go here to shop for shoes, balls, gloves, or accessories.
Dick's: Our has a PGA Pro who works there and they have a golf net area and a simulator. However, the one here doesn't offer the best customer service (IMO). It takes an act of God to get to hit on their simulator and the customer service people seem more interested in stocking their equipment as opposed to helping the customer. Another good place to purchase gear but they are a step above Academy because they do have a Pro who can get you fitted and also do gripping. They generally have decent prices as well.
Edwin Watts; I love our Edwin Watts. I am surprised to see you say yours are more expensive because ours here is very comparable to Dick's and Academy and sometimes cheaper. Their customer service personnel are very helpful and I am always greeted warmly. In fact I took my 56 wedge to be bent back a degree and the guy just did it for me for free. Every time I use their simulator they have a guy there who will help me find the right fit, shaft, and club that best fits me. I also like their used/clearance rack as well.
Golfsmith: Golfsmith is my favorite of the four. Again, the personnel are very helpful and they have a ton of selections for good prices. My favorite part of Golfsmith is the fact that they have several simulators where as all the other stores generally have one. The Golfsmith in Nashville had 5-6 bays so I never had to wait and they all had personnel willing to assist me.
Overall, I think you will prefer Golfsmith to Dick's as the prices will be comparable and they are all about Golf.