From the NOAA:

• At night, keep looking at ground level for tell-tale signs that a tornado is snapping powerlines, such as quick, bright flashes of either blue-green to white.
• Not all tornadoes are funnel clouds. Some have no clouds at all, making them nearly invisible from a distance, save the flying debris and dust that may be seen underneath a set of low clouds

From the OLD FARMERS ALMANAC:

• While they could occur at any time of day or night, tornados most typically form in the afternoon
• Check out the color of the sky.  If the sky is a pale green color, that’s a common tornado possibility indicator
• Other common indicators include large hail and dark low-lying clouds.  Approaching tornadoes sound like oncoming freight trains.

From NATIONWIDE INSURANCE:

• No matter where you are, get as low as you can and get down. Get covered with a blanket, sleeping bag, or other heavy material that can protect you from flying debris.
• Have a battery-powered (better yet, a hand-crank powered) weather radio that can also pick up your local news radio or TV station audio.
• Don’t open all your windows “to alleviate pressure inside the house”. You may be hit by flying glass if you choose to do this at the wrong time
• The southwest corner of your basement may not be the best choice to take cover in, as most tornados come from that direction
• Caught while out driving? Don’t park under an overpass or bridge, as that can be more dangerous than taking cover in a nearby ditch.

From ABC NEWS

• Stay away from windows, doors, and outside walls
• If you see a tornado while you’re driving, don’t try to out-run it.  Leave your car and find shelter immediately instead

From NATURE’S FURY:

• If you’re taking cover in the basement, be sure that you’re not underneath anything heavy from the first floor, such as a piano or refrigerator, in case the floor above you weakens
• After the tornado has passed, avoid going near down power lines.
• Avoid lighting candles or using anything that could generate a spark, until you’ve confirmed that there aren’t any nearby gas leaks

From FEMA:

• Make an emergency kit, consisting of extra batteries, food, water.  Try to have enough to last you at least 72 hours.  Think about the essentials you may be without during that time (power, heat, clean water, etc)
• If you think a tornado is approaching, grab and wear appropriate clothing for after the tornado has passed – sturdy shoes, jeans, work gloves, jacket/sweatshirt (depending on climate).  These may be clothes you’ll need to wear for a few days in uncomfortable conditions
• Have a contact plan with friends, family members, co-workers. Cell networks may be out of service temporarily, so don’t assume you can rely on your cellphone

From SECRETS OF SURVIVAL:

• Half of all tornadoes each year happen during April, May, and June
• On a regular basis, take an inventory of your possesions for insurance purposes, have that list documented and secured in an off-site location, such as a bank’s safety deposit box
• When taking cover, stay away from corners as they tend to attract flying debris. You’ll be better off in the center of the room, underneath a sturdy piece of furniture.
• Most injuries occur from flying debris, building collapses, or when trying to outrun a tornado in a car

From FIRST AID on ABOUT.COM:

• Tornadoes usually travel about 30 MPH, but can reach speeds as high as 70 MPH. Note that travel speed is different from the rotation speed of the cyclone itself.
• Try to get to the center room of whatever structure you’re in, preferably in the basement

From POPULAR MECHANICS:

• While you can consider building a SAFE ROOM in your home, one tornado researcher says that if he’s caught in a tornado situation that he’s going to head for the nearest covered culvert outside. Stay away from grocery stores, gymnasiums, warehouses, or anything else with a large roof span.