For many people there are no good options. If you live in a trailer or home without a basement, it is probably best to go to the bathroom, get into the bathtub and, if you are able, cover yourself with something like a mattress. Not everyone can do that, of course, but your options are very limited.
If you have a basement, sheltering there is a good option. The upper structure of the home maybe gone, but you have a better chance of sheltering in a basement, ideally under a table — perhaps under the basement stairs. I know that is what I did as a kid when storms threatened where I lived in northern Illinois.
If you have the resources, and not everyone does, a tornado safe room is your best option. These can be reinforced concrete rooms that are fastened or an integral part of the basement flooring, or bolted to the floor. They typically will have a steel door that secures from the inside.
It is sad to see so much devastation and loss for people who might not have that much to begin with.