Bricktown is the best Oklahoma City has to offer but beware of aggressive panhandlers day & night. My daughter and I used to go for lunch quite a bit but we were harassed too many times. We've been followed and yelled at. I suggest going with a group and staying aware.
In and around the bus station, you'll find all that's horrible about America. Solicitation, drug deals, prostitution, scams, homeless looking for a handout, down-and-outers looking to get out of town, desperadoes looking to make a new home (or new market) in Oklahoma City . . . the list goes on and on. If you're coming in or going out by bus, you should have no problems, provided you conduct your business in the smallest space of time.