Oil Capital and North American are both in the Coweta area (east of Tulsa), half way between Tulsa and Muskogee. They are both very good clubs with good facilities. Unfortunately, membership is a wait in line. They are both private clubs with a membership cap (buy in is ~ $1,200 and $750 respectively and dues are $125 and $75). Commute to Tulsa is real easy via Muskogee Turnpike (toll).
If anyone is or knows a programmer who would like to live here let me know, we are hiring a new position. Gun nut would be a plus.
Like was mentioned earlier, buy a piece of land and set up your own range. I have 50 yards behind the barn (nice dirt berm), and when I get around to it I will cut a path down through the tree line and build another berm to get 100 yards. Nobody complains (well the wife, maybe, if I'm out there to long...).