So far, we just ride them out. We've been in bad storms with winds up to 60Mph with no issues other than it being super noisy. Luckily no hail to date (fingers crossed). We do keep a weather radio / warning system mounted behind our TV that's on all the time and we double check it if storms are coming. We also have a portable radio for the truck.
When we get to each new location, we also make note of shelters so we have a plan in the event of a sudden severe storm or tornado. In the event of a hurricane, we can just pack up and leave the area. We never travel with wind over 30mph.