I live in East Nashville. I am originally from NOLA and I make king cakes for sale. They are available for order at: email@example.com or Porter Road Butcher on the weekends. I would definitely order one to insure you get the flavor you want, or get one at all because they go fast!
Any number of places in New Orleans ship, Randazzo's, Gambino's Haydel's and many more. Who has the best is always a heated discussion in New Orleans. Check the New Orleans board and search for King Cakes, I'm sure quite a few threads will come up.