If you don't have a basement, it helps to go into the hallway where there is no glass and hunker down with pillows in high winds. Definitely avoid any trees which can fall and keep a flashlight and shoes nearby with battery operated radio. I just heard on Fox power in Galveston went out and Fox satellite transmission went out in Port Arthur.
Good advice, that's what I did growing up. If there aren't too many of you then I think the bathtub is probably the best bet - with something like a mattress over you. Of course only a twin size would probably fit in there! The pipes from the plumbing make it a strong location.
I think the real story will be where power doesn't NOT go out in the next six hours or so.