/me has learned not to worry about tornado warnings.
Reason:
Sometime last year, we had just gotten a light sprinkle of rain. The rain had moved on and the sky was completely blue. While we're trying to watch a baseball game, suddenly one of those emergency alert screens came up announcing rather prominently:
ALERT ALERT ALERT
TORNADO WARNING
COUNTIES AFFECTED:
(my county)
EFFECTIVE UNTIL 7:34 PM
Someone had reported a touchdown about 15 miles east of where I live. It was later determined to be nothing.
So here's the deal: if you get a tornado warning, look outside. If it looks like a fairly nasty storm is coming (i.e. huge fvcking cloud with lightning shooting out of it) you should find some shelter. If it's clear outside, or if the aforementioned ominous cloud isn't heading your way, ignore it.