I am scared of tornados too, but I live in Utah so the chances are beyond slim. We can get them but its an extreme freak weather storm. But any weird colored clouds, I eye them till they are gone. Doesn't help that any nightmares that I have are of tornados.
But my biggest fear is the pending earthquake in Utah that is supposed to happen. And if it does, that I'm not with my son. We live about an 1/16 mile away from the actual fault line. Love Utah, but I'm terrified of living here.