Changing lenses is always possible! You have to go to a real Oakley shop (not a sunglass shop that sells Oakleys!).
Remember that you can also buy any frame with any RX lenses (prescribed lenses).
The problem is that replacement lenses cost nearly as much as a new pair of sunglasses. But then you have a pair of replacement lenses.
I think that your eyes are the most precious you have so it's worth to invest something. I don't compromise at all on my eyes. My wife is an ophtalmologist, so I know those guys with 60 who don't see anything anymore...
Dani