When you hear tornado you immediately think take shelter. WRONG! If you work with crazy people like me, you head to the observation deck and try to see it or you go out storm chasing. Today was the first severe weather event of the 2009 season. We had tornado warnings here just a few miles away. So of course all of the crazy meteorology people go out to see if they can see it. Dan calls me to ask where it is because he's right in the middle of the warning. And I stay by my computer conveying information waiting for the storm to pass.
We do have two huge tornado shelters in our building (a big luxury in basement-less Oklahoma) but I doubt they will ever be full because half the building leaves in these events to go take photos and videos.
One of our graduate students is really big in this. You can check out his website to see how close he gets. http://tornadovideos.net/