Why are you looking to move if you don't mind saying? I wouldn't mind moving back to CO some day. How about we just trade
You might want to see what happens with all the fracking stuff and the EPA. A large part of our economy is based on it. We weren't hurt as bad as most of the country during the recession, but if they start putting the squeeze on fracking, I don't know what is going to happen. I was very young, but I remember the bust of the 80's and it wasn't pretty.
Housing has slowed down some, but there is still some expansion going on.
Weather: The thing about central and especially western OK is the wind. It is just miserable. Easter part of the state isn't nearly as bad. When I'm in Fort Worth and they give a wind advisory because it is going to be 20 mph, it cracks me up.
As was mentioned- Edmond, Deer Creek area is the swanky area at the moment. Yukon/Mustang area is still growing.
I think OKC is a better bet than Tulsa right now, I think it will have the brighter future. You didn't ask, but if you consider it, I think there is a lot more money to be made in Texas. Not having a state income tax makes a difference in disposable income and you can see it. Land is significantly higher though.
Edited to add:
Housing cost are much cheaper here than in CO. When I was in Denver, a house would cost 200k, a house with a roof 250k, and then went up from there. Here, you can find much nicer homes for the money. That may not be what you are looking for if your into construction. Zillow would probably give you a good idea of the area.