According to this interactive page on MSNBCs web site, Oklahoma has the lowest average price for a gallon of regular unleaded gas. Click on the link to check it out:

http://www.msnbc.msn.com/id/9317029/

The results are as of 11/14/05. The lowest that I have personally seen is $1.89/gallon at the Super Wal-Mart in Moore. That was on 11/13.