I grew up in Salmon, Idaho, which is quite a ways farther north, but we faced many of the same challenges.
Best way I found to start seedlings, for those who do not have the luxury of a greenhouse, is a broken down VW beetle or other car that isn't being used!
The spring temps will warm up the inside of the car and the windows can be rolled up or down to regulate the temperature.
The best plants to grow anywhere are those that elderly gardeners in the area grow. Make friends and accept starts, bulbs, and seeds.
Or, gather seeds of natives when you can.
While many of the plants that grew best where I grew up do not do well in Oklahoma.
Here is a list from memory of what I know grew well in my area of the Rockies:
Cone Flower, Lupine, Columbine (and other slightly tame wildflowers)
Gladiolas and iris
Tulips, daffodils, Lily of the Valley
Hens and Chicks (see article on them in this issue of the newsletter)
Forsythia (choose one for the zone in the article in this issue of the newsletter)
Wild rose shrubs
Growing veg gardens was a challenge, so I always used short season seed, but always had good tomatoes, corn, potatoes (esp. good of course!) onions, lettuce, spinach, etc.
High Country Gardens is a good source.