A good question! Have a first aid kit, an emergency supply of water, your medicines, a little spare food, a flashlight, raincoats because it usually rains immediately after a tornado hits, good shoes on your feet, and a place to huddle in place. Talk to your local first responders as they can tell you what else you might need. A knife or a weapon, perhaps, and maybe even a saw to get yourself out of a jam if a tree fell on your house. When we lived in the mts. of NC, we kept a gallon of water on each step leading upstairs just to make sure that we had water should the power fail.