The one I am most likely to wear is my bicycling helmet because the best helmet to wear in a tornado is the helmet you have with you. It is a Kong Scarab (Italian) with European certification for mountaineering, canoeing and white water sports, equestrian activities, and cycling and 'users of skateboards and roller skates." Doesn't say a thing about tornadoes or windstorms - darn those careless Europeans! I really like it - it is comfortable, reasonably protective, and it stays on my head, thanks to an excellently designed chinstrap.

I would think, in addition to a helmet, it would be smart to get your body, especially the cranium, into a protected location (behind the sofa or next to the bed) and provide additional shielding with one's arms.....