NOAA Weather Radio

NOAA Weather Radio (NWR) is a nationwide network of radio stations broadcasting continuous weather information direct from a nearby National Weather Service office. NWR broadcasts National Weather Service warnings, watches, forecasts and other hazard information 24 hours a day. 
 
A warning chain
The most important thing is to stay informed about changing weather situations.
Weather Service personnel use information from weather radar, spotters, and other sources to issue severe thunderstorm and tornado WARNINGS for areas where severe weather is imminent.

Severe thunderstorm warnings are passed to local radio and television stations and are broadcast over local NOAA Weather Radio stations serving the warned areas. These warnings are also relayed to local emergency management and public safety officials who can activate local warning systems to alert communities.

NOAA WEATHER RADIO - receive warnings from the National Weather Service.
The National Weather Service continuously broadcasts updated weather warnings and forecasts that can be received by NOAA Weather Radios sold in many stores.
Alternatively you can start a search on the Internet with a phrase like: 'NOAA Weather Radios' or similiar. You will find online retailers.
The average price range is between 20 and 70 US-Dollars, with peaks of up to 200+ Dollars. 
Some manufacturers are: 

• Oregon Scientific
• Midland
• WeatherOne
• Maxon
• ShareCom
• Reecom

The average range is 40 miles, depending on topography. 
Your National Weather Service recommends purchasing a radio that has both a battery backup and a tone-alert feature which automatically alerts you when a watch or warning is issued.