The most direct route back is I-44/I-40 to Amarillo, US-60 to Clovis, US-70 to Las Cruces, then I-10.

OKC: Murrah Building memorial
Amarillo: Cadillac Ranch
Roswell: UFO's
Alamagordo: White Sands

If you have some extra time to burn, you could take US-65 south from Springfield to Branson - then 65 south to US-412 to get back to I-44 at Tulsa.