It does get windy here, but most of the time it's not too bad. It's an interesting place; kind of a big-small town. Most people here are very friendly and talk to you all day long, but the metro is as big as Dallas. The city seems to actually care about its appearance. About 10 years ago the downtown area was basically a run-down ghetto and they essentially remodeled it into Bricktown which is a very nice, safe place to be now.
The chain stores are here, but you don't have to look very hard to find a local store that sells the same thing. I don't know about the taxes and schools since I don't have to worry about that right now. I'm fairly certain they have a state income tax but no property tax. I live in NW OKC and it's pretty nice; I have access to pretty much anything I need.
The GA scene here is pretty awesome. We have airports all over the place. I go out to Sundance (KHSD) every Sat. and just bum around and hang out with all of the pilots. You definitely aren't treated like an outsider at the smaller airports. I have not ever missed a trip to a Sat. morning breakfast because I couldn't find someone to ride with. That's another thing, when it's not IMC there is a fly-in breakfast somewhere within 2 hrs.
You don't have to drive very far to be outside the city. It seems pretty easy to live in the rural parts and still get where you need to be on time. Even at 5-o'clock I have never had to sit in traffic for very long (unless on IH-35, that road is a perpetual bumper to bumper machine).
We do have tornadoes but most of the time they aren't too bad. We also have earthquakes too, and cold, and snow

. Short of tsunamis we get most of the other kinds of weather. It does get hot, real hot. We were at 114* for a few days this summer. I have never really felt the humidity though. That could be because of the drought or I'm just used to places like Houston.
If you want to know anything else feel free to ask. I'll do my best to answer it. If you end up coming in give me a holler, depending on the day I'll show you some of the fun stuff.