don't know how much your looking to spend, but Fallen Oak is the easily the best course in the state of MS. The course is absolutely incredible, and the service is over the top. You'll have to stay at the Beau Rivage Casino to play. So you might want to call ahead and try and get a package deal, you probably pay about $200 for one round/one night.
Grand Bear's nice ($50-60)
The Preserve has a great layout ($50-60)
Kiva Dunes is always good ($100)
The Peninsula's good ($100)
Stay away from the courses in Point Clear/Grand Hotel
I will never go back to the MS coast without playing Fallen Oak....its awesome!