My shelter is in my basement. I have one room about 10x10 that has 1 brick wall and 3 plywood over 2x6.. No windows. This is also where I keep my long term food storage. Yesterday as a matter of fact we had a warning, with multiple funnel clouds and 1 confirmed tornado so me n the fam (3 boys, 5 girls, the wife and I) headed down to the basement. We set up the card table for board games, younger kids played guitar hero on the tv and I had a radio setup to tell us when it was safe to come up.
If things got hairy, we were all ready to go into the reinforced 10x10 room, but until things got super quiet or super loud, we were fine and had a good time. Dogs loved it too btw.
PS, don't forget to stock your shelter with potable water... Never know when the roof is going to fall in and keep you buried for an extended period of time.