One of the most important tools to have is information. The government has set up the Emergency Alert system. You'll have heard the tones for the weekly test. While most radio and TV stations will relay this information, there is usually a primary and secondary that have additional backup power to relay the emergency message. These will be AM or FM stations, so your car radio will be fine.
The FCC has a site listing the people in charge and how to contact them for more information.
http://www.fcc.gov/pshs/services/eas/chairs.html
If you have a Weather radio it will alert you to threatening weather and other events. With a radio that can be programmed with a Specific Area Message Encoding (SAME) code you can tell the radio to ignore those alerts that don't apply to your county. One of the problems can be a county that is long in the same direction as the weather tend to follow. The county next to ours has that problem so we occasionally we get a lot of alerts for stuff that was past us already.
If you have a Shortwave radio or scanner then you can listen to Amateur Radio frequencies
Amateur Radio National Calling Frequencies:
52.525 MHz (6m band)
146.520 MHz (2m band)
223.500 MHz (1.25m band)
446.000 MHz (70cm band)
1294.500 MHz (23cm band)
2305.100 MHz (13cm band)
