Actually, we get plenty of warning. This part of the country is cutting edge in doppler radar deployment. Each TV station has a weather chopper and a whole army of 'stormchasers' who monitor each and every storm that crosses the state. Our weathermen are equipped with technology that Ohio weathermen dream about. The hills on the southern edge of Oklahoma county are dotted with radar domes - it looks like a military base. Oklahoma is where the nation's best weathermen come to train. The National Weather Service has a state of the art training facility nearby in Norman, OK.
For example, during the big F-5 tornado in 1999, we had over 30 mins warning about the storm developing. I'll take tornadoes over hurricanes anyday.... the usual path of destruction is only a mile wide instead of hundreds of miles in a hurricane.
The thing about hurricanes is that even with several days notice, the sheer masses of people trying to evacuate can overcome any plans. Remember the 100 mile long traffic jam of people trying to leave Houston last year?
I've lived here my entire life, and have only seen a funnel cloud once. Never seen a tornado in person, nor been affected by one. TV reporting makes it seem like it's more widespread than it is in reality. We do respect tornadoes, but we don't get overly worried.