I hear you!! We're in Kansas and we don't have a basement, but we do have a tornado shelter that we have to go to and keeping the kids happy there is not an easy task!!
Coming from Ohio where I've lived through tornados and the "great flood," I'm glad I live in CA (and even better to live in a part that isn't near a faultline!).
You get bonus points for the futon AND the adrenaline. I remember "hiding" from a tornado in a closet with my dog and hearing the redneck neighbors RUN OUTSIDE to see what the tornado siren was all about! Sigh, natural selection.
Angi....feeling your pain....daughter and I just spent the last 45 minutes in the bathtub (it's our safe room) with the dogs. Ugh. Doggy breath gets things stuffy real quick! There was a tornado spotted a mere three miles from my house...way too close for comfort!