We've been in S. CA for 5 1/2 years and we lived in N. CA for about 2. I've probably been in a dozen earthquakes that were big enough to feel. The biggest was a 4.7 centered about 8 miles from me. I used to be TERRIFIED of them and I thought anyone who lived in CA was insane!

Now I think the little ones are kind of fun. I'm still nervous about The Big One but at least our house is new so would probably withstand a fair amount of shaking. But they DO just come out of nowhere.
Tornados you usually have some warning. I grew up in MN and have been through many a tornado warning. They are not exactly "fun" -- but we had basements so I never felt unsafe.