In Florence, though its not a BAKED potato, I would say Singleton's Pig Trough. It is diced, fried potatoes with meat, cheese, onions and peppers...SO GOOD!!!
In the Shoals area, I would have to agree that Henley's is hard to beat, and in the N. Alabama area, I do think Big Bob's has the best!!!
Swamp John's in Red Bay has an awesome stuffed potato--they actually call it a smashed potato but it is delicious! It comes with either barbecue or grilled chicken and grilled tomatoes, onions, and green peppers and is smothered in a melted cheese. And it comes with their awesome homemade Ranch dressing~~wonderful meal for under $6--plenty for 2 people or one really hungry person!