Welcome to the group! I'll try to help.
I'd recommend a handheld scanner such as the PRO-97 (can pick up at any Radio Shack) or a Uniden BC-246 or 396 - all depending on your budget and what you want to hear. The Pro-97 and 246 are probably around $200 (a little less), and the 396 is about $500. The '97 and '246 are both "Trunking analog scanners" - meaning they will follow most of the radio traffic around. The '396 will decode some digital signals (APCO-25), which not much is using around here right now - only Feds and some goofy amateur radio operators - but the state trunked system might be moving towards that digital standard soon (the 396 is more "future-proof").
Nichols Hills PD is VHF conventional (all above scanners can hear)
Village PD is UHF conventional (all above scanners can hear)
NH/Village FD is on the state trunked system (you need at least an analog 800 MHz trunking scanner - all above apply)
Around Lake Hefner - Oklahoma City....
OKC has moved to a new trunked system, but none of those scanners (or any other publically available consumer-grade radios) can hear the audio on the PD and FD channels. Currently, the PD is still patched back to their old stuff (VHF conventional - all those scanners can pick that up), but there is really no telling how long that will last.
In addition to those areas, there is also aircraft traffic, news traffic and amateur radio stuff to listen to.
Hopefully that helped - if not, ask away!!
