Words to the wise...
1) You do not live in a valley. Even if you did, it wouldn't matter.
2) Just because you've never heard of a tornado hitting your town, doesn't mean it can't/won't/didn't happen.
3) If you hear sirens, take shelter. In the building you're in. For pete's sake.
Have some myth busting:
http://www.tornadoproject.com/ Go to "Tornado Myths". Or anywhere else. It's actually a pretty cool site.