All American in Broken Arrow is a fantastic gym, and it has all the aminities. There are PLENTY of workout machines, you'll never have a problem finding free equipment except in the absolute peak times.
One feature I particually like is the "women only" area... a small area of treadmills, stairmasters, and a few weights for women-only (in case you don't like being gawked at by the guy with the mullet).
Also, their pool/spa/sauna area is great. The eucalyptis room is unique in Tulsa as far as I know, and it really clears your sinuses.
If you go to allamericanfitness.net, you can sign up for a free 2 week trial membership. If you want to join perminantly, it's NOT cheap... but if you keep your dues current for 3 years, you become a "life" member, and then you only have to pay the $10/yr maintanance fee.
Definately worth the cost if you'll use it, but they don't have a "pay as you go" feature... so be careful about signing up if you're going to stop going to the gym in a month.