In Oklahoma City, definitely try to take time to visit the OKC National Memorial, at the site of the OKC Murrah Building bombing in 1995. You will be glad you did.
The OKC Museum of Art is outstanding. They have a fantastic exhibit of Chihuly glass. (not sure how to spell Chihuly...)
There are at least two wonderful quilt shops in OKC: Savage Quilter, and Oklahoma Quilt Works. In Guthrie, Sooner Quilts... all wonderful shops.