The best aren't that good, but here's what I can offer:
-Gene Sears Supply Company El Reno
A wholesaler that also offers walk in sales. They handle Winchester, Browning, Perazzi, Krieghoff, Sako, Weatherby, and Remington guns and MEC, Winchester, Vihtavouri, Hodgdon reloading and Leupold as well as the junk scopes (trashco, simmons, etc.). Their telephone number is 262-2647. The easiest way to give their address is to just tell you how to get there. Exit U.S. 81 from I-40 and go north across U.S. 66. At the 81/66 intersection there's a "Love's." Just immediately north of the intersection is a brick ranch style home on the east side of the road bounded by a chain link fence on its north separating it from some apartments. There'll be a dirt driveway on the south side of the fence. Turn in the driveway and you'll see a warehouse with the "Gene Sears Supply" name on a sign. That's it. They're open M-F 8:30 to 5:30.
-Outdoor America Store (formerly Fred Baker Firearms) 1925 N. Macarthur Boulevard (west side of the road between N.W. 10th and N.W. 23rd). Probably my least favorite of all OKC area gun stores. Good selection, high prices, and high pressure sales. Never bought anything there and probably never will. Lots of guns though.
-Southwest Shooters Supply 1940 Linwood Avenue. Once OKC's premier gun shop, now pretty sad. Still lots of guns and frequent discounts for cash purchases (usually 10%). Best way to get to these guys since they're not on a main thoroughfare is to exit I-40 at Penn and go north to Main. Turn back east and go to Virginia and turn back north. They're on the southeast corner of Linwood and Virginia.
There are no others that I'd care to mention as it's best to just hook up with an FFL friend. Except for powder and primers, you're usually better off to just off to order your reloading items from a catalog. Rarely does anyone have what I'm needing.
For ranges you're really hurting. There's a public range out at El Reno, but for $6 a person, it's not maintained at ALL. There are no good benches for load testing and it's largely unsupervised. You can get there by taking I-40 west and exiting at Banner Road. Turn south and follow the signs. H&H Gun Range is also a choice and not that good either. However, it's located between Meridian and Portland just off of I-40. At Reno and Meridian there's a group of restaurants. East of that intersection there is a service road that runs south and is just east of "Trapper's." Turn south here and it'll take you to H&H. My advice here would be to get an associate membership in Tri City Gun Club and that'll give you access to their facilities south of Norman. I don't have their contact information off of the bat, but you can call an acquaintance of mine, Louis Hemphill, at 360-7656 (he's an Allstate agent and a pretty good guy, too) as he's fairly active in the club. Dues are something like $35 a year. Pretty good bargain really. You'll have to attend a meeting in order to apply. They have them at the Midwest City Community Center on the first Friday of the month at 6:00 P.M. I think. Check to be sure.