Lots of info here:
U.S. Air Force ROTC - College Scholarships and Careers
I thought you were moving to OK? In-state is usually the way to go. Some types of scholarships have an upper limit on the amount of tuition that will be paid. There can be other benefits to being a resident of the state school you plan to attend. I know in IL, the public schools with AFROTC programs have a waiver for room and board for ROTC cadets.
OK State and U of OK both have AFROTC detachments and there's a bunch of satellite schools in OK that use their programs. Seems like there should be something for you depending on what you're looking for.
Yes, you can join AFROTC without a scholarship. Getting a scholarship is extremely competitive and good grades/good test scores are definitely important. If you were unable to get one before you started, that can be a way to show your commitment and pursue a 2 or 3 year scholarship once you're in the program. Whether you have a scholarship or not, after you complete your sophomore year of college, you will have to make the cut and be selected for field training in the summer. Once you complete that, you will become a "contract cadet" and join the POC (professional officer course) for the final 2 years of college. As a member of the POC, you will incur a military obligation to serve as an officer in the USAF after you graduate and earn your commission.
As far as joining ROTC after you enlist, I'm not sure. Keep in mind that if you enlist in the ANG, they will expect to get something for their money. You'll get thousands in tuition assistance and your basic/specialty training will cost $$. If your only reason for doing it is money and a chance to go to officer training and UPT, that won't be too hard to figure out. Most likely you will have a minimum time to serve out your enlistment before you will be allowed to pursue other career options in the ANG.
OK has a pretty good mix of ANG units. Some states don't have any flying units, while others may only have one. OK has a tanker unit and an F-16 unit.
Enlisting in the ANG is one potential route you should consider but it's not the only one. If you know you want to fly in the military, there are several roads you can take. Those other options (like ROTC, service academy, OTS or AMS) may actually get you into a military cockpit sooner than if you enlist and try once you're allowed.