If you don't have shelter and get hit, you won't have anything.
Back in the 80's, a man called Nader Khalili designed a clever type of shelter with just two sticks & a string, a shovel, some sandbags, and a roll of barbed wire. Covered with soil and planted with something with an excellent root system (like clover), it seems that it would be a good way to cheat tornadoes.
Decide how large you want your shelter, which is circular. Ten feet in diameter? Use the string to tie the two sticks 5 feet apart. Jam one firmly into the ground and scratch a circle in the soil with the other one (or use chalk or garden lime).
Start digging inside the circle. As you dig, fill the sandbags. Set the sandbags just outside the circle, end to end. Lay two lengths of barbed wire on top of each stack of sandbags, several inches apart (the wire helps keep the bags from shifting as you build). Stack the bags like you would bricks, in a running bond. Gradually start laying the sandbags just slightly inside each previous layer, as you will be forming a dome. Don't forget to leave a doorway, frame it with wood. There will be no windows.
When you're finished, part of the shelter will be underground, part will be above ground. I would add at least a foot of soil over the whole thing.
See Khalili's CalEarth site for some photos of similar shelters, although the ones shown are all above ground:
http://www.calearth.org/emergshelter.htmThey are also earthquake-stable.
Sue