There is a place called Sand Springs Sportsmans Club. It's mostly for shotgunners, though, and I've heard some pretty bad things about it, including some major safety concerns.
Happy Hollow outside of Sapulpa is available, open to the public, but doesn't allow rapid fire, has a limited pistol range, and costs $7/shooter/day, regardless of age.
Tulsa Red Castle Gun Club, on the John Zink Ranch, is a nice place. Beautiful scenery on the way out, 600 yard rifle range, 800 yard gong, 1000 yard range during 1000 yard match days, 5-50 yard pistol range, 100 & 200 yard Benchrest range, smallbore silhouette range, Action Pistol/IDPA range with some IPSC matches shot there, and an "any target, any weapon" range. There are a couple of skeet fields, a sporting clays range, and a couple of wobble traps available. You must be a member or accompanied by a member to shoot there. Membership is $95/year + $150 initiation (one time unless your membership lapses). The membership is a family membership. If you shoot clays, you have to refill the machine and pay for what you use - they'll give you the rates when you go through the orientation - and you also have to pay if you use their paper targets on the pistol or rifle range. It's a nice place. The $245 to get joined up (initiation fee + 1st year dues) made me a little leary of it, but between all of the good press they get and the extent of their facilities, I was convinced. I should also mention that they are working on an indoor range in Tulsa and have the Junior range finished. If memory serves, it will be at 11th and Lewis, but don't hold me to that. The Junior range is lead bullets only, and .38 or smaller according to their site. The main indoor range will - once it's finished - allow a bit more variety.
www.tulsaredcastlegunclub.com/Tulsa Firearms, over on 61st and Garnett, is also available, though I find them unnecessarily pricey.
www.tulsafirearms.com/