I don't know how old your kids are (besides the 3 yr-old), but an interesting museum for older kids is Enterprise Square, USA, located in far north OKC (or is it Edmond). Makes learning about capitalism fun!

Oh yes, it's been awhile since I've been there. I only have the three year old. She might not get that place. Although she likes to play grocery shopping.

There is more in Oklahoma besides Oklahoma City. Try a weekend trip to eastern Oklahoma. It's scenery in the fall compares to that of New England. It is covered in hills, lakes, rivers, and curving roads. The town of Tahlequah is the capital of the Cherokee nation and has a great outdoor drama of the Trail of Tears that is open from May to September. Also Lake Tenkiller is great for skiing, fishing, and even scuba diving. Or you can go rafting on the Illinois river. Both the lake and the river are great party spots and the people are very friendly. Ask a local to show you around