After living in Oklahoma for 10 years, I've learned quite a bit of what to do in case of a tornado. The best thing, if a storm shelter is not available, is to gather in the bathroom, and put a matress on top of you to take any debris. If a matress is not available, you huddle in the position.... on your knees, head tucked between the legs, hands over the lower head, elbows in to protect your head. If a bathtub isn't available, you want to go to the room with least sharp objects or windows. A closet is best.
Our preparation route is if it's coming from the north, we go to the opposite side of the house, in my parents bathroom... some people in the bathtub, some in the closet, or in my parent's closet, depending on how many people are over. If it's coming from the south, we hide in the guest bathroom, or in my, or my brother's closet. Everytime we have a watch or warning, I grab the cat carriers, and keep the cats in a place I can snatch them up in a hurry. We don't get many, since I live in Florida now, but I remeber when I was younger, I watched a funnel form directly over my head at my house, start to come down, and then sucked back up. That was a beautiful sight, despite how terribly frightening it was!