OKLAHOMA CITY—Chris Christie doesn't give speeches so much as engage in performance art. How he speaks is as much a part of his message as what he says. At the Southern Republican Leadership Conference on Friday, after explaining his plan to manage the growth of entitlements, the New Jersey governor said he knows that Social Security is a “third rail of American politics,” but that's why he's meddling with it. “I just grabbed it and hugged it, everybody, because that’s what leadership is.”