I felt my first Californian quake a couple of months back. It was awesome. Like riding a wave. Obviously it wasn't very strong, plus I've never been caught in a tornado (apart from a wimpy UK one - not much bigger than a dust devil), but I got a bigger buzz from the earthquake :-D
Tornado's use to give me nightmares as a kid. As i got older i loved going out and taking pic's of them. We had friends that use to chase them over different states. Some of the pic's they got were beyond crazy, some to close for comfort. I have only been around one earthquake, it was in 94 out in L.A.California and that scared the daylights out of me. Not something i want to ever experience again.
I've been through both and I would much rather go through a tornado. You can escape the tornado by staying calm and taking action. Earthquakes are terrifying and you can't do much about it because you get no warning. Your chance of surviving a serious earthquake depend on where you are when it happens. I used to be terrified every time I drove across the bay area bridges.