I'm new to Jeeps myself, I haven't checked yet to find out if there are any laws against running with the windshield down. I live in Tulsa, about 110 miles northeast of OKC, but I've heard there are some places to go wheeling down that way. Such as the above mentioned Disney. I think I've heard something about another one south of OKC somewhere but not sure where. I know up this way, there's a trail out by Keystone Lake Dam, and there are also trails out at Camp Gruber.
Oklahoma did away with state inspection/smog testing years ago, so you should be good there.
Mechanics, I'd say just shop around and try to find one that seems to know what he's talking about, and doesn't come across like a used car salesman. Good luck on that point, lol!
If you can't be good, be good at it! >:-D