Yeah, close the curtains and stay away from the windows if the wind gets bad. Probably just assume they'll be smashed inward. Bathroom's usually a decent place to hunker down in. Fill the tub with water and make sure to get enough milk and bread, like everyone does for every national disaster and snowstorm. Though why milk, I'll never understand that.
Greeeeeeat. Everyone's great at planning. Remember that resistance in the USSR? That was awesome.