First off, we need to know your location before recommending r values.
Second of all, who ever told you over insulating is bad and the house needs to be ventilated.....I assume they are referring to the house "breathing". Do not listen to them. "loose" houses are a thing of the past. Modern, highly efficient houses are extremely tight construction going to great lengths to seal all possible air infiltration and paying close attention to moisture and dew points for drying. Mechanical ventilation for the interior needs to be installed however, either in the form of a ERV or HRV. Big dollars can be saved on your home's energy usage on properly designing and detailing the construction.
The best insulation are ones that prevent air infiltration and focus on directional drying of the wall cavity.

I would recommend a 2x6 shell with exterior XPS foam board sheathing. You can either use traditional 1/2" osb and then foam on top of that, or eliminate the osb completely except where required for sheer, such as your corners. Then use 2" of exterior XPS, and 1.5" over the osb on the corners. Tape and seal all seams with caulk. Then fill your wall cavity with dense packed cellulose. This will give you a tight house, with roughly around an r-26 to r-28 clear wall value. Typically pretty cost effective with a quick payback. (quick as in less then 5 years)

Overinsulated? There is such a thing but I doubt you will approach it. For a mild climate that the windows are open most of the year does it make sense to build with 2x6 walls and foam insulation with a layer of xps on the outside? It depends on not only your climate but your surroundings. I have a neighbor that lives back in the trees in an old two story house with minimal insulation and its still comfortable even when it is 100 out.

I would say for most of the US that a good sealing job and the wet blown in cellulose filling the stud bay flush and putting the sheetrock on top of it is pretty good. I would go for a layer of XPS on the outside next and if you really can afford to do it or need to because of climate spray a couple inches of foam in first before the cellulose. Better step yet would be 2x6 walls with 2" of spray foam and wet cellulose blown in.

I don't think 2x4 double wall is worth the expense in over 90% of the US.

I would pick 2x6 walls with 2" of spray foam to seal things up and finish it off with blown in wet cellulose.

No matter what you do... your best money will go into sealing rather it be with a bunch of caulk or cans of foam or spray foam. Any step you take to keep the inside air in and the outside out will pay off the fastest.

What would you recommend for a new home in Oklahoma? We have extremes in weather here!

The best insulation is always protein based fibers but that gets really expensive. You want Roxul in the bays and Vaproshield on the outside. Go for the liquid applied window and door pans.