Not much beyond a specially designed unit is going to withstand an EF5 if you take a direct hit from the core winds. It's not just the wind, it's also the grinder effect of all the dirt and debris. Outside the core, though, you'll get damage tailing off through the rest of the scale. All you can do is get to the safest spot you can and hope you don't take a hit from the core (or get unlucky with many of the other strongly localized wind anomalies that spawn around strong tornadoes).
And Husker 37, I don't see any reason to feel guilty. You weren't endangering anyone but yourself, and I doubt you were cheering on a tornado destroying homes or towns. They're a force of nature and nobody can stop them, so those who find interest in them might as well indulge themselves.