I'm in OKC and fish the Lower Illinois about 6 to 10 times a year. I've found that small nymphs work the best for my style or lack of style. Olive, brown or ginger are the colors if it is sunny. Black, grey and a dark purple if overcast or raining.
When I say small, I mean small, 18's are typically the largest I fish with there, and I generally use 7x tippet. I know that others will say they use bigger, but my experience has been to stick with small.