I work at MSU and am over in the Delta several times a year. There's some good places to eat in the Delta, you just have to know where to look. Doe's Eat Place (the original, if you're familiar with the one in Bryan) is in Greenville. Good steaks, fantastic atmosphere replete with a security guard to watch your vehicle. Visit The Crown in Indianola, about 20 min east on 82 in Indianola - truly fantastic food. There are also some great hole-in-the wall places outside of town. Fine dining is hard to find, but great authentic southern food abounds. I will say this - avoid the tamales, they're not what you're expecting.
Having lived in MS for nearly five years, and knowing fellow Aggies who've moved here, my advice is simply this: don't attempt to compare MS to TX because there's no comparison. There's twice as many people in Houston than the entire state. Take the experience for what it's worth - there's great people and interesting history and culture here. Don't believe the negative hype. An Aggie friend's wife (also an Aggie) was unwilling to get outside her twice-weekly visit to Target comfort zone and consequently was miserable during her time here.