I'm 32 years old and to this day have never seen a tornado with my own eyes, and our area gets a few of them throughout the year. If I knew it was far away I might like to see one, but normally I'm scared to death of them.
Closest I've ever been to one was in February 2008 when a tornado ripped through my town, very close to my office, and went on up into Memphis. If I had looked out my back door I probably would have seen it, but we were huddled up in the hallway instead with the news on. It passed probably a mile or less away from my house.
Aftermath: