I can personally say after living in Dallas and coming back that OK is not nearly as bad for Mexican illegals.
I'll also add the majority of "illegals" you will encounter likely have jobs somewhere in oil and gas or manufacturing and are living under an assumed identity.
Personally, I'd say move out to a smaller town within 30 to 40 minutes of driving of either OKC or Tulsa.
I live out about 7 miles east of Okmulgee surrounded by a lovely white town with white cops. It is quiet, and can live the Jow Forums life in peace.
15 minutes to an outdoor range on WMA land so its 25 bucks a year to shoot there and you'll see all types.
You wanna go Tacticool? Go to tulsa to USSA... fucking great range... but more exspensive.
Red Castle is a fucking hoot, but requires an initial investment, but if you shoot a lot and want to meet like minded folk, do it.
Largest gunshow in North America happens in Tulsa twice a year.
There are any number of gun shops to fill what niche you want.
As far as CC you have two options. Get a CCL which is pretty easy or illegally carry which is a misdemeanor here. Also constitutional carry passed last year but Governor vetoed it. But that miserable old lady is now out of office. It's back on to be voted through.
New liqour, Pot, and gambling laws came in last year... so if you are into that its pretty alright.
BOK center has great big name concerts it is like a Top 5 in the US venue. The Cains Ballroom and Brady Theatre is also really legit for anything from local to big name music of various flavors.
If you like to hunt and fish or camp there are good spots all over.
Work is good if you are in an industrial trade. Welding, machining etc with several companies offering sign on bonuses of 5 to 8K.
Crime is mostly black on black and restricted to a few areas mostly north of 244.
It can be wild but free.