After riding out a F1 tornado last April, I'd definitely have a storm shelter in my house. It would probably be the laundry room, bathroom, and closet in the interior of the house, far away from windows and exterior walls.
A few other luxurious additions for my dream bedroom, bathroom, and closet would be:
King sized Serta iComfort mattress.
Automated blackout curtains.
A Zephyr Casablanca remote control ceiling fan.
Lamps with Philips Wiz LED smart bulbs.
Accent torch lamps with dimmable T3 halogens. (Halogen light is relaxing when dimmed)
Tile shower with rain shower shower head and a steam sauna feature.
Jacuzzi tub with jets.
Separate water closet with American Standard toilet and a bidet.
Dimmable incandescent lights for relaxing baths.
Plenty of cabinet space for extra towels.
A mirror with a built in night light and digital clock.
Walk in closet with daylight F40T12 preheat fluorescents (GE Starcoat or Philips Alto to see what colors my clothes are)
Adjustable shelf track shelves for folded clothes and hanging clothes.
A space for my accessories including hats and belts.
Large laundry basket.
Fold down iron board. No more wrinkled clothes