Well, this is my mother and grandmother's way, and we try not to dirty up too many dishes. LOL So slice the okra into a bowl. Break an egg over it and stir till the okra is well coated. Add equal amts flour and cornmeal, salt and pepper to taste and stir till well mixed and the okra is evenly coated. Dump into your skillet of hot oil or bacon grease and fry till crispy.
This is the same way I do summer squash and it's really good. Both benefit from adding some sliced or chopped onion in at the beginning!