I had one of the traditional, window-mounted swamp coolers in my shop for several years. Down here in central Texas, it is almost too humid for them to work very well but, epending on the relative humidity, it would drop the temperatures in the shop anywhere from 5-10 degrees at very little cost in electricity. I think it's biggest advantage was that it had a high volume blower and could really move air through the room. It was also mounted on the north wall and pulled air from the shady side of the house which, I think, helped a lot.
I'd think that in most of Oklahoma, a swamp cooler would be plenty good for cooling a workshop. However, I'd go with the old-fashioned, poke through the window kind that plumbed to a water supply instead of one of the free standing units at the link you posted. Mine was kind of like these:
http://www.coolercenter.com/products.html and it only cost me $150 or so. I think I bought it at an Ace Hardware in San Marcos, TX.
If you install a window mounted unit, make sure that you allow for air to exhaust the room too.
FWIW, Here's a table of swamp cooler values:
As you can see, in dry air they really shine.
I have a friend that use to live in Tucson. Relative humidity as low as 8-12% isn't uncommon in Tucson so they work great out there. My friend John had a giant, roof-mounted swamp cooler that functioned as the sole cooling and ventilation for his 2500 sq/ft house. I was out there early in the summer once and at night you needed blankets on the bed because you'd practically freeze it got so cold.