My husband and I went to Hot Springs and we were craving sushi but were little pessimistic about finding anything good in what we figured must be a remote location--but we found a great place! It is called, rather predictably, Fuji and it is on Grand in a beautiful, stand alone, restaurant and NOT in a strip mall. We had the most attentive waitress, Stephanie, and we ate like kings. From the fragrant green tea, to the fried eggplant (you are served half an eggplant and you scoop out the yummy insides--insanely good), to the creative sushi rolls (eel and spicy tuna with all sorts of other stuff--they called it "dancing eel"--highly recommended.) I am not doing the meal justice in my description.
I can only tell you, after two months of traveling across country we have a great deal of dining experience to compare it to, we found the restaurants surprisingly good and affordable in Hot Springs and this was the best of the bunch.