I use the Weather Channel app on my phone, but also have a weather radio that I purchased at Radio Shack. The salesperson showed me how to set it for the location I am in (it was really simple), I put batteries in, plugged it in the fifth wheel and have used it for the last 3 years. It has gone off several times, 2 for tornado warnings in which a tornado did touch down about 2 miles from the campground. We saw the funnel cloud from the bath house in the campground. It has gone off 15-20 times for severe storms, flash floods, etc.
My phone usually goes off within 2-3 seconds of the radio going off.