I believe most open water checkout dives for north MS and Memphis classes are either done at ABWA in Pelham, AL(
http://www.divealabama.com/ABWA/Welcome.html ) or somewhere in Arkansas. I'm not sure where the Jackson dive shops do their checkout dives. I think the dive shop in Tupelo has been closed for a few years now, so I'm not sure where you can go for local air. Maybe someone has beter information than I do.
Scuba South closed the same month I got certified.

I got my air fills at e-Fire when I lived in Tupelo. They got a din valve adapter just for me! I think it was about 5 bucks. I would call before you head up there, sometimes the guys that can do the fill aren't there. And when they are there, you might wait long enough to think they've left again.