Native plants are easier to keep alive, simply because they are adapted to the environment you already live in. Native Tennessee grasses are faring better in the drought than other types of grass. They are also generally cost effective because they are local to the area.
Also because of their natural adaptations they require fewer pesticides. This will help keep your garden more organic. Native plants provide food and shelter for native wildlife. Native butterflies, as an example, are more likely to be attracted to native plants.
So, you're convinced you want to garden with natural plants? Awesome. Just make sure you are buyingyour native plants from nurseries and not digging them from the wild. That doesn't actually, you know, help the regional landscape, which is the whole idea behind using native plants instead of exotics, or imported plants.
Contact your local county extension office to find out more about gardening with native plants.