I would take the shuttle. It was really easy and cheaper than Uber or Lift. Takes you right downtown to what they call the batman building. Pickup is at the same place.
Not much you can walk to other than camping world next door and an RV dealer on the other side. I walked from Music city bar and grill (which I highly recommend checking out) but it was about a half hour walk. There are two shuttle companies that come every hour all day that take you downtown and drop you off a block away from Broadway. It's much cheaper than Uber also.
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