Musician, educator, nightclub owner, jazz promoter and community stalwart, Gray has played keyboard for major entertainers such as Sammy Davis, Jr. Bennie Goodman, Clark Terry, Barney Kessel, and Marilyn Maye. In addition, Gray has taught at Central High School, and was the instructor for the Jazz Lab created with the Oklahoma Jazz Hall of Fame. He has also taught at Tulsa Community College, and offers private lessons to students in Tulsa.
In the '60s, he owned the Rubiot Night Club, a center of jazz in Tulsa, where his quartet played regularly. Musicians that visited the club to “sit in” and play tunes for an evening included Julian Northington, Ken Downing, Scott Senter, Rick Cox, Ray Miller, Elon Watson, Ed Hughes, and Tommy Lockey. Sonny also served as the musical director of the Tulsa Press Corps Annual Gridiron event, and is currently an instructor at the University of Tulsa.