Well, fortunately, I live alone in a high-rise apartment in Virginia. Based on what I live near the thing most likely to get me would probably be a terrorist bomb.
I’d get some sort of shelter in the Midwest or Southeast if I had a family. There really aren’t many tornadoes, if at all, that are absolutely not survivable. (I wonder how a New Day shelter would have held up in the Jarrell tornado, though.) They seem surprisingly inexpensive. Not like you need much room for something you’re in probably 20-25 minutes, tops.