Historically, the number one cause of weather-related deaths in the US, by far, is excessive heat. But there are all kinds of mitigating circumstances surrounding why people succumb to the heat, so it's hard to say what people should or shouldn't have done.
Although it really wasn't that big a news story in the US as far as I can remember, don't forget that close to 50,000 deaths are attributed to the heat wave that hit Europe in 2003.