1. Stay Calm. Tornadoes are not as scary as they seem, unless they're not. Then they're very scary.
2. Find a safe room or area on the lowest floor. Unless it's a basement, then just go outside.
3. Stay away from windows and doors. Unless you want a face full of glass.
4. Get under a bed. Unless the bed has a window.
5. Pray to whatever deity you believe in. Or just shout at the sky. It's all the same, really.