Yow! =:^O Armbands = bad idea
Hats/T-Shirts = OK idea
Lapel pins = good idea, can be worn on any attire, lower cost in general than shirts and hats, and the first part of the OSA logo (the target with red and white stripes and Oklahoma Shooters Association overlaid) would, IMHO, make a distinctive and sharp looking lapel pin.
Aw come on, retro is cool now, right? Why not a little throwback to the 30s with the arm bands?
Now I could get behind some lapel or hat insignia too... maybe we could come up with some old Norse runes that spell "OSA" or something.