Consider using a weather radio. An emergency weather radio is like a smoke alarm, and will alert you in times of bad weather. Emergency information will be picked up 24 hrs/day, you can hear them inside (sirens are made to warn people outdoors), and the emergency message will come directly from the National Weather Service. There are many types of emergency weather radios to choose from - consult this handy guide from NWS La Crosse.
Today, an emergency weather radio send alerts for many different emergencies. In Rochester, you could receive an alert for a train accident with a chemical leak. Authorities can send messages to the weather radio to let you know if it is best to stay inside (and out of toxic air), or get out before things get worse. Non-weather emergency messages are important, and make the emergency weather radio a valuable tool.