You didn't specify whether you require an indoor range. If not, the Oklahoma City Gun Club has a wonderful range near Arcadia. In Norman, the Tri-City range is pretty good as well. Membership is required at both these ranges. I don't have any phone numbers for the OKC club but Tri-City contacts include: 732-3732, 769-3585, 691-7668,390-9139. Both these clubs require attending certain meetings, participating in workdays, etc.
There is also a free range located at the Lexington WMA. It is only closed during deer season. The Lexington range is east of Slaughterville (south of Noble on Hwy. 77) off of Slaughterville Road. There is an indoor range in Norman called Gun Country (366-1274.) Someone told me they have rather irregular hours so be sure and call them.
Hope this helps. Both the OKC and Tri-City clubs host a lot of sanctioned shoots.