I grew up just outside OKC.
They have a great zoo. They've redone most of the exhibits in the last few years to make them more like the animal's natural habitat. It's pretty neat now, definately one of the best in this part of the country.
They also have a neat museum complex called the Omniplex which houses the Kirkpatric Center, as well as the Air and Space Museum. They have lots of neat "hands on" sciene exhibits for kids. They also have a planitarium and Imax theater there. I't really cool! Everything is "kid friendly". This is a great place for a kid to spend the day!
Frontier City is a pretty cool themepark with an old west theme. Lots of fun stuff there.
They also have a water park called White Water.
The Cowboy Hall of Fame is there. That's pretty neat and might be interesting for kids - especially little boys.
They have a Bass Pro Shop. If you've never been in one of those, it's worth a visit. Lots of stuff the kids would love to see.
The Myriad Botanical Gardens is really cool, too. They have all sorts of great waterfalls, flowers, etc.
Here's a link with some great info.
http://www.okccvb.org/special/kidstuff.htm
That's about all I can come up with now. If I think of anything else, I'll let you know. Have fun!