Me, too. I don't wig out about them until they mention my city, but I was near one once and it scared the crap out of me for life.
If they're close enough, those things toss tree limbs around like toothpicks and birds are blown around like cigarette ashes, even when you don't see the thing itself. The wind picks up every tiny thing and wings it at you, much like helicopters do, if you've ever been near one of those while it was landing. I can't even imagine how bad it would be to be next to one. Don't want to find out, either! (Though that would classify as a cool death, if they compare such things in heaven, which I like to think they do.)
And I'm ten times as scared now, in Florida, with no basement. We were raised on, "Go to the basemen!!" and as an adult, I was like, "I have no basement!!" when they were talking "tornado" and mentioning my city on the news, lol. The only room I have without windows is my closet. So that's my new plan.
Tornados scare the day lights (and something else, as well) out of me.