If it's one of the super-strong ones that levels big buildings and dumps them into basements, it may get you no matter what you do. However, those are in the minority.
If you don't have a basement or storm shelter (which hardly anyone in my area does even though we have a huge number of tornadoes here), an inside downstairs room with no windows, such as a bathroom, hallway or hallway closet is the place to go. If you're in a multi-story building, stay away from areas where there are heavy appliances on the floors above you that could come crashing down through the ceiling above you.
If the bathroom has a tub, get inside it with an old mattress or heavy folded quilts pulled over your head(s) to protect you from falling/flying debris is best. If you're in the hallway, do the same. The position to assume is on your knees with your head down and covered by your arms. Of course, if there are small children to protect, cover them with your body as much as possible and hold on to them.
My central hallway was where I (and the other people who were at my house at the time, including my invalid mother who had to be put into a wheelchair quickly) sat out the tornado that hit my property in 2007. Fortunately, the tornado didn't wreck the house as it did others in my neighborhood, but it was no picnic, and there was a good bit of external damage. Until then, I had a large shady lot full of hardwood and pine trees. The storm took most of them. But we were blessed to be alive, and the damage was all repairable (even though there won't be mature trees here again in what's left of my lifetime). The most important thing is saving the lives of people. Next on my list would be irreplaceable mementos, such as photographs. That's a good reason to scan your favorite family photos onto flash drives kept near your "safe place" and also stored with services that keep data.