You'll love it. Tulsa's our family's favorite, but by the time you've done the Tuesday to Sunday thing, you will be ready to go home. It's just like going to any other show, take all the same stuff with you, just alot more of some of it - mostly feed, clothes and money. There'll be a thick bed of coarse mulch for bedding that you can use as is, but most folks put clean, finer wood chips on top - you can bring your own or buy it there, just be prepared to pay more for it. Same goes for straw for tie outs, hay and feed. Speaking of tie outs, go get some saved the very first chance you get on Tuesday - take something to make signs, and some twine or cheap rope to block off your space wouldn't hurt.
Electricity is pretty good during the steer show unless you happen to be in an unusually crowded area, just barely adequate for the heifer show (everywhere is crowded for the heifer show). You'll be stalled by county, if everyone cooperates, the electricity shouldn't be a problem. Water pressure is okay if the washracks aren't too busy, pitiful if they are (and they will be much of the time from mid-morning Friday til mid-morning Sunday) - not much you can do about any of that except to allow yourself plenty of time.
That's the real quick, general answer. If you have any more specific questions, post them.