Tim McVeigh had about as much effect on the RKBA movement as a crack dealer with his Lorcin P.O.S. This was a bombing, not a shootout.
Talk to the normal "sheeple" and you'll find that very few of them equate Tim McVeigh with guns. With armed militias, yes (a very unfortunate lie spread by the media, the people who SHOULD be the target of bomb-laden Ryder trucks,) but not much with guns in general.
Clinton may have used the OKC bombing as an excuse for more EOs and unjust laws, but that is all it was for him. Like someone said, it would have been done either way.
As far as the original question, yes. I believe McVeigh did one thing. He convinced most ignorant Americans that he acted alone, something which the facts completely contradict. The likely truth seems far more disturbing.