Well, there have been reports in the press that their range may well extend beyond the Rockies. A nuke, even if the missile is inaccurate, would not be a welcome intrusion into your day.
I would expect defensive assets to be deployed prior to any nuclear showdown. However, Kim Jung Il is a real wild card.
If I were on the left coast, Alaska, Hawaii, Okinawa, etc, I would be digging in.