1st Welcome to the wonderful journey of adoption...it's got it ups and down like ttc...but it is so worth it!
O.k. I am in Texas! We used an actual homestudy agency for ours...b/c we had a situation through a friend of friend...and got everything lined up (failed...) anyhow, I did a google search of homestudy agencies in your area:
http://www.heritagefamilyservices.org/
Call them and ask how much the h/s is going to be. Start from there. If that is the route that you want to go. Some agencies require that you use their services for the h/s which means that if you already have one done then you are going to have to pay again (trust me the logic isn't there buy they make it sound like it is). So if you decide to change you are going to need to ask if they will accept yours. There are websites where you can search for situations. These situations have primarily been passed up by the PAP's that are within the agency that is posting...but for whatever reason they are being posted. These agencies will accept your h/s as long as it is current and meets the state requirements where the bm is going to be from (if not from OK). The sites are:
http://www.handstohold.com http://www.adoptionplan.com There are tons more you can do a search on them. We actually got our match through handstohold. They are awesome!
2nd...yes go ahead and get your physicals done so that you have that...and get all of your marriage license/div licenses all of that together...when you start the h/s they are going to send you a paperwork and they will tell you what you are needing.
Another thing on the room, when we had ours done they weren't looking for it to be done...just that we had the room.
Have you been to any info meetings on state adoption? If you are also going to consider that that would be the place to start.
Good luck!