It really depends on what kind of severe weather it is. For example, if there is a tornado or severe thunderstorm warning in your area, weather stations will typically advise you to stay away from windows. The best options are usually the bathroom or basement. In the event of high rising flooding, you will need to go to a higher floor. If the flooding is severe enough, you would be told to evacuate your home - this is more likely to happen right before a hurricane or anything considered catastrophic.
In the event of severe weather, one must always be prepared for a possible power outage. It's generally a good idea to keep these items in locations that are easily and quickly accessed:
Flashlights
Batteries
Electric Lanterns (there are now electric lanterns that you can charge up just by winding a crank on it)
Candles
Lighters or matches for the candles (for adults to handle)
Cell phone
Battery powered Radio (for weather updates and possible instructions)
If you have a fire place, your family can use that for better lighting.
The most important thing to remember during severe weather is to get indoors and remain there until the storm is over. Stay close with your family, and have books, magazines, iPod, etc. to keep you entertained. If the power is out for a long period of time and the storm persists, have snacks and bottled beverages ready for consumption.
Generally, severe weather is normal for this time of year, and you usually don't have to take extreme measures unless you are otherwise instructed to do so by your local TV station or The Weather Channel. You can go to The Weather Channel's official website to read more about storm preparations, your area's weather updates, and more. http://www.weather.com