Excellent point. The nearest shelter to my old house was a 5 year-old elementary school about a quarter mile away.

They lost part of their roof during Jeanne. Of course, the school was also right off of the main road with very few trees/buildings blocking the wind, so it took everything head-on, whereas my neighborhood had lots of winding roads to help reduce the amount of "wind tunnel" effect.

If you're going to stay, stay in the safest location possible.