My preps for that include the following:
1. Determine where a nuke would likely be set off (in my case either in the Port of Houston, the refineries/chemical plants along the ship channel, or leats likey to me - downtown Houston)

2. Figure out likely range on initial blast using the google maps nuke blast tool (do google search for link). I'm outside the range of intial blast if it occurs in any of those three locations.

3. Always try to know which way the wind is blowing. Unless we are in some weather event the wind usually blows south to north here during the day and north to south at night.

4. A bottle of potassium iodide and dosage information is on hand, though mainly beacause it was easy for me to get.

5. DW and DD1 have been taught what to do if they see a mushroom cloud (get inside, turn off AC, close all windows, etc.)

After that it falls under normal emergency preps (shelter in place or bug out depending on situation).

-Blast