Oklahoma is a solid firearms-friendly state.
Our CCW is a little onerous, and costs too much (IMHO), but well worth it. Does require a safety course, and is now good for five years.
Our state Constitution explicitly grants the "right to keep and bear arms" in defense of "home, person, or property," plus we have the "Make my day" law that I gather is like a "castle" law in other states. It just flat out says, in fancy legal jargon of course, that if someone unlawfully breaks into your home a person is authorized to use "deadly force," and can't be sued, either.
Hunting is good, too, plenty of game and all the normal seasons & pretty typical restrictions.
Ranges are another matter. They're scarce. The best one in my area is probably the Oklahoma City Gun Club--it's all outdoors in a beautiful setting, lots of diverse shooting ranges, covered pavillions to shoot from, etc. It's a private club, and has a waiting list for membership, but if you join it's a beautiful place to shoot and plink.
I think Oklahoma had a "D-" on that link to the Brady list I looked up, so we must be doing something right!