I've been through two of them plus a microburst, and I live in central New York State, which most people don't think of as a real tornado area.
The first one, well, it was my first. They had announcements of a tornado watch, and having had a few beers, I just thought that those things didn't happen here. The power went out and I went to bed. Did I mention I was drunk? Anyway I got up the next morning and was surprised to see the 2' diameter maple tree by my back door had kind of snapped off about 4" from the base. I knew there were big thunderstorms during the night but didn't think too much of it. I pulled out of my driveway (still with a massive hangover) and saw papers and garbage and stuff all over the road. I thought that maybe the local kids had kind of trashed the village. A bit further down the road I saw huge gaps in the hedgerows with trees missing from them. About that time I started wondering. About a mile from home, there was (emphasis on the word was) a sawmill. There was only rubble. Long story short, one person in the village had been killed, my best friend lost the roof of his house, and I slept through it.
About 7 years ago I went through my second one. My wife and daughters were vacationing in England. I was home alone working to pay for their vacation
It was a hot evening and I was getting ready to take a shower. I held off a bit because there was a lot of lightning. I was sitting on my bed, no clothes on, when I heard the noise. Then things got bad. I tried at first to close the windows to the bedroom because so much rain was blowing in, but then the window blew out. I was kind of running down the stairs while trying to pull a pair of jeans on as the whole damned house was shaking and sounding like it would come apart at the seams. By time I made it to the cellar, it was over. No power or phone. Fun stuff. My driveway was blocked by fallen trees, and even if I had gotten out of my driveway, the road was blocked by more downed trees.
My last similar experience was in 1998 when we had what is locally known as "The Labor Day Storm." Not technically a tornado, they called it a microburst. It put a good sized tree into my bedroom and turned my wife's car into a pretzel. It blew down a large building the College I work at was building at the time, a new performing arts center and did other minor damage as well. The College was without power for 2 days. I would have been without power for longer than that if I didn't have a generator.
Yeah, I love those things... 'bout as much as I love M$ Windoze.
Jim