I have lived in OKC and in Wichita Falls... trust me, go to OKC. While you are there, visit the Memorial from the bombing of the Federal Building. It's a very moving experience. I tear up every time I go.
Head to Brick Town and check out the bars, restaurants, and the nightlife. Oh, the Bass Pro Shop is right there too

If you are lucky, one of the nations may be holding a pow-wow while you are there. If they are, dont miss it! They welcome visitors... you will see a lot of Vets at them too.
TONS to do in OKC, especially for a visitor... But Lawton, yeah... its pretty dead.