I live in an underground house, but even then some places in my house are saver than others. For instance, our bathrooms and laundry room are bermed on one side and have no windows, and the laundry room would be my favored place because it is between the two bathrooms (no flying glass from broken windows and more protection from suction). The greatroom faces south and has one 8' and one 12' glass door, so it would not be safe. Likewise the south-facing bedroom has a wall of windows, so no go there. The other two bedrooms have large windows facing an open atrium. My choice is definitely one of the inside rooms with no windows.
Having said that, we live on a hill overlooking the Arkansas River valley. The river valley is a perfect channel for tornadoes, and last spring we stood at our greatroom door and watched a tornado follow the river. Not a very wise thing to do, but if it had changed directions, we would have headed for the hallway or one of the inside rooms.
Probably the only losses our house would sustain would be the decks or the greenhouse and glass breakage.