Here is a basic guide for things to do in OKC. If you have any questions then post back. Good luck

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Overall guide to Dtown OKC
Downtown OKC > Home - 28k -
Here is Western Ave.
website...
Visit Western Avenue - Oklahoma City's Unique Shopping, Dining & Entertainment District! - 60k -
Paseo art community.
website...
The Paseo Arts District - 25k -
Bricktown...Fastest growing entertainment district in SWest.
Bricktown - Oklahoma City, Oklahoma - Dining, Shopping, Events - 16k -
Here is a basic list I found off another forum that might be helpful. But the menu would obviously be short because of the cold weather.
D in D Home - 24k -
super cool...
RedPin Restaurant & Bowling Lounge - 5k -
OKCMOA has a great exhibit coming along with independent films!
exhibit...
Paris 1900 (broken link)
films...
Film - Museum Movies! | Oklahoma City Museum of Art (broken link)
Cool exhibit at Science Museum Oklahoma (its a Smithsonian affiliate museum now) which has gone through major changes. Formerly known as the Omniplex...
exhibit...
OUR BODY The Universe Within - 25k -
You also might want to check out the omnidome.
Article about exhibit...
NewsOK Mobile
Bricktown (canal rides, street performers, land run monument, annual festivals, dozens of bars, dozens of restaurants, dozens of clubs, retail, movie theatre, bowling lounge, AAA baseball)
Oklahoma City Museum of Art (largest collection of Chihuly glass in the world, art film theatre, traveling exhibits including art from the Lourve this year)
Paseo Arts District (several blocks of working galleries/studios as well as gift shops and restaurants, indie live theatre)
Bike/Running trails on Lake Hefner and the Oklahoma River
Crew Rowing on the Oklahoma River (iconic Chesapeake Boathouse, 3 collegiate boathouses being built)
Sailing on Lake Hefner
Mountain Biking at Lake Arcadia
ATV trails at Lake Stanley Draper
Hiking at Martin Nature Park and Lake Arcadia
Redhawks Baseball, Blazer's Hockey (AAA sports teams)
NBA basketball (returning soon)
Downtown Guthrie (suburb, largest contiguous area on Historic Preservation protection)
Events and Attractions in Guthrie (broken link) - 43k -
Norman (diverse college town, University of Oklahoma, Fred Jones Jr. Museum of Art, Oklahoma Museum of Natural History, OU football, Campus Corner entertainment district)
Oklahoma City University (renown performing arts programs, American Spirit Dance Company, Oklahoma Opera)
Science Museum Oklahoma (interactive exhibits, IWERKS dome theatre, traveling exhibitions--right now BODIES)
Omniplex - 4k -
National Cowboy and Western Heritage Museum (fine western art)
National Cowboy & Western Heritage Museum - 53k -
International Photography Hall of Fame (permanent and traveling exhibits)
Oklahoma City Zoo and Botanical Garden (oldest in the Southwest)
Oak Tree Country Club, Gaillardia Country Club (tournament hosting courses)
Celebrity Attractions (traveling Broadway tours, Spamalot in May)
Lyric Theatre (top regional musical theatre company)
Shakespeare in the Park (downtown at the Myriad Gardens water stage)
Carpenter Square Theatre (edgy productions)
Oklahoma City Theatre Company, City Rep Theatre, Pollard Theatre, Jewel Box Theatre, Sooner Theatre, Summerstock Productions, Stage Door Theatre (mainstream/classical productions)
Ballet Oklahoma
Canterbury Choral Society
Oklahoma City Philharmonic
The Looney Bin, Stooges Comedy Club (live comedy)
Little Saigon/Asian District (authentic restaurants, Chinese New Year parade, largest asian market in the Midwest)
Asian District Oklahoma City :: Home Page - 7k -
Red Prime Steak, The Metro, Boulevard Steakhouse, The Mantel, Nonna's, Deep Fork Grill, Coach House (a few fine dining choices)
Zorba's Mediterranean, Sushi Neko, Mushashi's, Keller in the Kastle, Cafe do Brasil, Mariscos de la Costa (a few ethnic dining choices)
LIT, Cafe Nova, XO, Red Piano, City Walk, SkkyBar Ultralounge, Halo (a few upscale nightlife choices)
HiLo, Edna's, Sidecar, The Park, The Wreck Room, Speakeasy, **** o' the Walk, Angles (a few alternative nightlife options)
Pole Position Raceway (indoor go-carts)
Myriad Botanical Gardens (Crystal Bridge indoor tropical conservatory and outdoor gardens downtown)
Myriad Botanical Gardens - 11k -
Ford Center, Zoo Ampitheatre, The Blue Note, The Conservatory, VZD's, Toby Keith's I Love this Bar and Grill, Coca-Cola Center, Riverwind Casino (a few live music venues)
Remington Park (racetrack and casino)
Remington Park Home - 198k -
Riverwind, Fire Lake Grand (upscale casinos)
DeadCenter Film Festival (5-day multi-venue event)
deadCENTER Film - 8k -
Festival of the Arts (artists from nationwide, week-long, 150,000+ attend)
Women's College World Series (annually)
Big XII Tournaments (annually)
NCAA Tournaments (annually)
Opening Night (New Years Eve festivities downtown, multiple live music stages, Flaming Lips performing)
Downtown in December (outdoor ice skating, snowtubing slide, free museum admission)
Of course....The Oklahoma City National Memorial and Museum.
Oklahoma City National Memorial & Museum – Official Website
Couple of new museums...
Oklahoma History Center
Oklahoma History Center - 12k -
Oklahoma Heritage Museum...
Oklahoma Heritage Association > Home - 41k -
OKC has a small Chinatown called Little Saigon which offers authentic asian cuisine.
OKC is just 20 mins from OU/Norman which has a lot to offer.
Museum of natural history...
SNOMNH Front Page - Welcome - 8k -
Fred Jones museum of art...
Fred Jones Jr. Museum of Art - 10k -
Historic Campus Corner...
Campus Corner - 24k -