If you are on campus during a normal work day, the best places to seek shelter are in buildings with basements.
These buildings have basements: 4-H Youth Development*, Ag Hall*, Architecture, ATRC, Bennett Hall, Business, Classroom, Colvin, Cordell, Engineering North & South*, Gallagher-Iba, Human Environmental Science, Iba Hall, Library, Life Science East & West, Math Science, McElroy Hall, North Murray, OADDL, Parker Hall, Physical Sciences, Scott Hall, Seretean, Small Grains, Stout Hall, Student Health, Student Union*, USDA, Vet Med Teaching Hospital, Wellness Center, Wentz Hall, and Willard. Note that some of these basements are quite small.
*After normal working hours, only 4-H, Ag Hall, Engineering South, and Student Union will be opened by Campus Police for use as shelters when threatening weather develops.
If the building you are in has no basement, go to the ground floor and get in an interior (windowless) room or hallway. It is generally too risky to go to another building once the sirens have sounded.