Some years ago climbing helmets were indeed bulky and a nuisance. The "Joe Brown" was a fiberglass monster - heavy, bulky, but protective - I treated one victim whose life was undoubtedly saved by his JB. Like Teslinhiker, I have used a Petzl Ecrin with great satisfaction - it is about time I retired mine, but about all I do now is the occasional rappel, although all of my recent ones have een in situations where a helmet is mandatory. They are well worth wearing, so if I were ever in a tornado, I would hope I would have the opportunity to slap a helmet of some sort on my head