My aunt had a cellar and that is where they went for storms. It was in the backyard , underground. They live in west Texas and the storms are very violent and Tornado's are common. If you have the money and own your property you can get a cellar dug , unless it violates any city codes in your town. That is about all I know a person can do here in Texas. Very few people have basements here b/c of the shifting ground. I'm not saying there is not one basement in all of Texas, but I've never seen one. I recently saw a program on one of the discovery channels ( I think) about a safe room- an above ground cellar.
unless you can afford to do dig a cellar then the interior bathroom ( get in the tub and cover with mattress ) is all the safety I have. Some will say a interior hallway or closet will work too.