In Gretna Green itself, I would say Smiths is the only one worth bothering about.
In Gretna, you could try the Gretna Hall (a Swallow hotel), and the Hunter's Lodge.

http://www.smithsgretnagreen.co.uk
http://www.swallow-hotels.com/hotels/gretna-hall-hotel
http://www.hunterslodgehotel.co.uk

Just to clarify the above post a little. Gretna and Gretna Green are two different places, although they are only a few minutes drive apart. The small town of Gretna is where the main registry office is based and the shopping centre. Gretna Green is where the Blacksmith was based and so a little tourist industry has been developed around it. Slightly tacky but worth a visit.

I would recommend The Hunters Lodge. I know the owners, Gary and Linda, and know how much time and effort they put into making every guests visit a good one.

Nice rooms, lovely bar, great staff and a great cook!!!