A good overview from the Hoss on different tactics for hardening your home pre and post crap hits the fan.
If you want more on the subject, I did a short series of posts back in 2011 on securing your home - this one, on improvised firing positions - is most relevant to this subject.
I'll add that basements and crawlspaces are usually pretty good and easier to harden than a typical wood framed home.
I need to pick up some sandbags for our new place. Low priority, but on the long list of things to do. Anyone got a good source?