This may sound like a joke, but it's actually a question I wonder about... How do windmills fair against tornados? Seeing as the best location for a windmill is in tornado alley, are we creating generation stations in areas that would require increased amounts of maintenance?
You have a very good point, and it will be interesting to see how the large windmills stand up to violent storms. In the case of our unit, the Mariah Windspire, it is designed to handle winds up to 80 to 100 mph. The Windspire is only 30' tall and it does have a hinge that will allow the unit to easily be lowered in the case of extreme wind. A tornado can destroy almost any structure, so that is something that has to be taken into consideration in areas where they common. There are many areas in the world, where wind is a great source of energy, and tornadoes are very unusual.
Iowa is currently 3rd or 4th in the nation in wind generation - behind TX, CA, and I believe MN. We have gone through an extremely active tornado season this spring and summer, and I can't think of one report of a generator going down. I don't know if any took direct tornado hits, but I do know for certain that tornadoes were in the general vicinities of at least a few wind farms.
But seriously, I would expect the biggest issue would be something flying through the air and hitting it. At $5,000 a piece, I think you're biggest concern would probably be your house and cars.