If your house does not have a basement, go to the lowest floor and get in a small interior room or hallway. Stay away from glass and exterior walls. This is iffy at best, and a waste of precious time. Leave the windows alone and get as far away from them as you can. If you are in a mobile home, seek shelter elsewhere.
Mobile homes are notoriously unstable and are frequently destroyed during tornados.
If there is no storm shelter nearby, go outside and find a ditch or depression and lie flat, face down, with your hands on the back of your head. Large open-span areas such as these are subject to collapse, so it is best to seek shelter in a hallway or small room. This is also true of large stores like Wal-Mart or supermarkets. If you are in a motor vehicle, don't try to out-run the storm. Tornados do not travel in a predictable direction, and some are faster than others.