I also live in the area known to meteorologists as "Tornado Alley" It's really nothing to be terrified of - yes, they are capable of doing serious damage, more often to property than to people, but as often as not, they pass harmlessly by, or never even develop in the first place. If you get all panicky about it, you really are wasting a lot of emotional and physical energy for nothing. As long as you know to dive in a bathtub or inside wall closet and pull something over your head if you hear that freight train sound, there's really not much you can do until and unless that happens. Seriously, everyone I ever knew who built a Tornado Shelter in their yard, stopped bothering to go down there after the 15th or 20th time they herded their family into it and waited hours in fear for nothing. I'm not suggesting that you be naive and reckless, just realistic.
If it was really that immediate a danger, do you think so many idiots would be driving around with cameras looking for them and living to sell the video? I mean, yes, a tornado can kill you - but a plane can crash on top of your house too, do you sit around hyperventilating over that possibility? No, because the odds are in your favor. And the odds favor the possibility that if you don't go looking for one, you may never actually see a tornado in your life, except on television. They don't have brains, so they aren't out there spinning around with your home address on a list of @sses to kick.
Be prepared within reason, be alert and vigilant when and IF the need arises, and be smart if worse comes to worst. But don't borrow trouble, it just ages you prematurely.