With the technology that the Okc weather stations have, it is foolish to sit in your house and take shelter. We usually have at least a half hour warning of a rotation or "hook echo". If it looks like it might get close to us, we head south.
We knew for 2 hours that the May 3rd tornado was huge and bearing down on the south side of Okc. So we stayed at home on the north side and kept an eye on the tv.
One thing about tornados and thunderstorms in OK, 99% of the time they move from southwest to northeast. The only exception being a hurricane in the gulf.
The may 3rd storm was the exception, not the rule. Most storms form too fast for an extended warning period. We've seen too many hook echos come to nothing to assume that everyone is a killer. Once that tail drops, all Hell breaks loose, and you'd better have some place you can get to on foot or you may not have much of a chance at all.