A consideration would be to prune weak branches on your trees. Not only would you stop them from becoming shrapnel, but the less surface area the tree has, the less wind it'll catch, and the less stress it should have on its trunk.

Oh, a tip my parents mentioned from Rita, although you probably already know this, and it only applies if you have a pool: Anything that can tolerate being water logged that you don't want in your house and will sink, throw it in your swimming pool. Things in the bottom of a pool don't blow away My parents did that with all of their patio furniture and outdoor decorative items that they were worried about.