I don't do tornadoes either. Fortunately the area I live in doesn't get hit with them all that often (none in the time we've lived here), so we just have to worry about really bad thunderstorms, one of which we're supposed to get tomorrow night.
Now back in 2006, when we were living in Alpharetta, GA (about 20 mi north of Atlanta), a tornado hit about 2 miles from our house. Our parents were out of town so my sister and I were home alone when it happened. We were cowering in our half-bathroom downstairs, with a flashlight, battery-powered radio and a cell phone. The next morning we were driving around and it was stunning the amount of damage. Over on Main Street, a huge oak tree that had been inbedded in cement had been literally ripped out of the ground.
Tornadoes scare the hell out of me.