FLC COMMENCED VISUAL APCH TO THE WRONG ARPT.

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ACR FLT X FROM DEN TO OKC. NOTAMS SHOWED WILL ROGERS VOR OTS; RWY 17R ILS GS OTS; RWYS 17R/35L N 1400 FT CLOSED; LNDG RWYS 17R/17L; VISIBILITY 7 MI. ON BEING VECTORED TO LAND AT OKC; APCH CTL ADVISED OF A VECTOR TO LAND RWY 17R. I REQUESTED RWY 17L AND WAS INFORMED THAT; DUE TO LIMITED VISIBILITY; IT WOULD BE TO RWY 17R AND TO REQUEST RWY 17L SIDESTEP FROM THE TWR. ON A HDG OF 090 DEGS AT 4000 FT AND 210 KTS WITH RWY 17 R LOC DIALED IN; THE FO INDICATED THAT HE HAD THE ARPT IN SIGHT AT 2 O'CLOCK; THAT HE COULD DIMLY SEE RWY 13 AND CLRLY THE END OF RWY 17R. I LOOKED OUT THE WINDOW AND SAW THE SAME THING. THE FO TOLD THE CTLR 'ARPT IN SIGHT' AND THE CTLR THEN SAID 'CLRED VISUAL RWY 17L; MAINTAIN 3500 FT UNTIL TURNING FINAL.' SINCE IT WAS AN EASY TURN TO WHAT I THOUGHT WAS RWY 17R; BUT JUST A LITTLE HIGH; I CALLED 'GEAR DOWN; FLAPS 10 DEGS;' AND BEGAN A SHALLOW TURN AND STARTED DOWN SO THAT I WOULD BE TO THE L OF RWY 17R LESS THAN A MI SO AS TO PICK UP RWY 17L AS I ROLLED OUT HDG 170 DEGS. BY THE TIME I REACHED 2500 FT; IT WAS OBVIOUS THAT THE ARPT WAS NOT OKC AND WENT MISSED APCH. AT ABOUT THE SAME TIME; THE CTLR SAID 'ACR X; CLB TO 3500 FT; TURN L HDG 120 DEGS;' WHICH WE PROMPTLY DID. ON THAT HDG WE TRAVELED SEVERAL MI TILL WE SAW OKC. THE CTLR TURNED US TO A HDG OF 170 DEGS AND WE CONFIRMED THAT THE RWY IN FRONT OF US WAS RWY 17L AT OKC AND WE WERE CLRED TO LAND WITHOUT FURTHER INCIDENT. THE ENTIRE EVENT AT WILEY POST TOOK ABOUT 1.5 MINS. I'VE BEEN TO OKLAHOMA CITY SEVERAL TIMES BUT HAVE NEVER FLOWN CLOSE ENOUGH TO WILEY POST ARPT TO SEE THE RWY CONFIGN. HAD THE CTLR CLRED US FOR A RWY 17R APCH; IT WOULD HAVE BEEN IMMEDIATELY OBVIOUS THAT WE HAD THE WRONG ARPT BECAUSE THE ILS LOC WOULD NOT HAVE CTRED. IN RETROSPECT; IT'S OBVIOUS THAT I SHOULD HAVE CONFIRMED THAT THE ARPT IN SIGHT WAS OKC PRIOR TO CHANGING HDG OR ALT. ALSO; IT WOULD BE QUITE HELPFUL IF CTLRS WERE TO TELL/REMIND PLTS OF ANY ARPTS WITH PAVED RWYS BTWN THEIR POS AND THEIR DEST PRIOR TO CLRING THEM FOR VISUAL APCH; SUCH AS; 'THAT'S WILEY POST ARPT AT 3 O'CLOCK; 7 MI; CLRED VISUAL RWY 17L OKC.'