My best advise is to know where you are relative to the tornado. If possible, get off the highway and try to take cover in a building, trying to get walls between you and the tornado. Consider the option of the ditch, placing blankets and such over your head for protection from flying debris. Get down below 3 feet. It was found out that more debris exists above three feet than anywhere else relative to the tornado.
Most states offer incentives to install solar heating on houses.
I grew up in Arkansas and spent many a night in a storm cellar. I don't know if any people in the insurance agency will offer discounts for having safe rooms. Much of the new construction that is going up in Oklahoma and Texas now includes safe rooms. If you do not have a basement, an interior bathroom or hallway is preferred. In an office, an interior stairway is best, and try to get to the lowest floor as possible.