If some statue of Lee has some historical or artistic value, I would put it in a museum or cemetery somewhere, away from the public square. But, I favor letting localities decide the issue. If some town wants to take down a statue of Sherman, fine with me, I'd question their sensibility, but whatever.
The carving on Stone Mountain is a large and more difficult problem that isn't going to be resolved soon.
I don't know of any other Confederate statues in Atlanta other than the Peace statue across the street. I doubt there is one to Sherman around anywhere.
There is the Cyclorama, which is rather impressive, and now nicely housed with the history of it corrected.