I was looking through some old posts and this was an answer I got when I asked the same question in 2002..
The Little Saraha Desert if your into dunes, theres the Kiamichi Mountains in Clayton, SE Oklahoma. Rock climbing around the Lawton area. Check out a local 4X4 club
http://www.trailchasers.com/
Mostly flat here, alot of sand, clay and plenty of river runs. SE of the state for trails, SW for Rock climbing, North for Sand dunes.
Everything is within 2 hrs of Oklahoma City, pretty country but not much elevation changes here in the Central part of the state.
You could "drop in" to any one of the river bottoms near the city, but look out for the quicksand! Good Luck!
Almost forgot, You may find some trails just SE of the city too; Lake Stanley Draper should have some trails to satisfy the itch.
So there is still hope..

_________________
prev Jeeps. `72 CJ, `87 XJ, `89 XJ, `90 XJ, `94 YJ, `02 KJ,
Get In - Sit Down - Shut Up & Hang On!
YouTube Videos of my Liberty at:
http://www.youtube.com/results?search_q ... rch=Search