You won't need a winter coat, but maybe a lined windbreaker. We are supposed to have a cold front move through in the next few days, but a cold front here means that the temp might get down to sixties in the day and the mid forties at night, at this time of year.
I would pack shorts and tee shirts, and some jeans, and maybe one jacket. Our weather is hot one day, and cold the next. Most days it's up in the 80s, but it can drop to the 40s at night. I've yet to even pull out my long-sleeve shirts, but you might want to pack several, if it gets cooler. I don't expect it to, though.
Here's the forecast for the next week in Biloxi:
http://www.wunderground.com/cgi-bin/findweather/getForecast?query=Biloxi%2C+MSWhen are you leaving for Mississippi? You know, DUer merh lives in Biloxi. I live about two hours from Biloxi, but the weather here and there is the same.
PM me if I can help you in any way, or provide you any more info. Glad you are coming to our state. From which direction are you coming? Which highway? I'm very near I-55. :D