It's a pretty good place. Like any city there are good, better, and bad areas. 

Cost of living is way lower than Utah, especially housing. 

Some things I remeber about living there:

it's windy...always windy.

It's flat. Eastern OKLA gets into hill country and is pretty nice.

Lots of lakes, but you won't find clear blue water - they're shallow, warm, brown for the most part.