The premier event in Cheraw [1], as you’d expect given its favorite son, is the South Carolina Jazz Festival (various venues, 843/537/8420, www.scjazzfestival.com [2], various dates, $15/day). For such a small town, this event attracts a good amount of quality performers over its two-day span. Highlights include a combined jazz and art event on the Town Green, and of course, a concert at the Dizzy Gillespie Home Site Park [3] itself.
Links:
[1] http://www.moon.com/destinations/south-carolina/columbia-and-the-midlands/the-pee-dee/cheraw
[2] http://www.scjazzfestival.com
[3] http://www.moon.com/destinations/south-carolina/columbia-and-the-midlands/the-pee-dee/cheraw/cheraw-historic-district