We just had a tornado in our town two days ago! It was right before the Iowa State - Colorado football game too. They had to evacuate everyone into the nearby basketball arena. One touched down at the edge of town, but it only demolished one house. In a town a ways away, half the town was leveled. In my home town, our house and every house west of it is about 100 years old, while every house east of ours is about 30 years old--a tornado destroyed them all 30 years ago. That said, chances of your house getting by a tornado are EXTREMELY rare.
Everywhere pretty much sucks. The west coast has earthquakes (and everything is ridiculously overpriced). The southwest and south is too hot. The southern east coast has hurricanes. I guess the northeast doesn't have much though.