The worst weather we have here (HSV) is the occasional 'ice storm'. It usually takes down a lot of pines and the roads are bad for a few days.
We get small hail, but all of the tornadoes seem to be in other areas of the state, most notably to the South and East. The closest ones tend to be small (F2) and have a good aim for mobile home parks. Maybe we don't get tornadoes because we don't have mobile homes here?
My personal opinion is that it is a geographic thing. You always hear about tornadoes around Oklahoma City and Tulsa, but when was the last time you heard about one in SE Oklahoma?