At hose prices, a safe room would seem a bit of a no brainer, but human beings are good at wishful thinking and bad at statistics. I've recently seen on TV people in tornado areas saying the didn't think they'd get a tornado because there had never been one just there before, and then see others saying they didn't think they'd get a tornado because they'd had one right there only recently.
If you want something really spooky, do a google image search for "dead man walking tornado".