Here in Florida we have our fair share of tornados. A lot of people who build new homes, or are re-doing their current home put in shelters. They're actually above ground. They'll pick an interior room such as a closet or a pantry and make that room a concrete box which is bolted to pylons made of concrete they drive roughly 6-10' into the ground. The ceiling and the walls of the room are around 16" thick rebar saturated concrete with a heavy steel door.

Basically your house blows away, but you're in your shelter fine. Florida's tornados tend to be smaller. Small ones that do about a few hundred yards of damage and then disappear and/or reappear miles away. So I would wonder if a Florida Tornado is less strong than a classic Midwest Tornado. Probably because of all the ones I have seen or heard were EF-2 at the highest.

I've been witness to some tornados in my life. Scariest and most rapidly occurring thing I have ever been part of in my life.