Run from the water, hide from the wind.
Are you in an area that a Cat 5 storm surge would flood? If so, then go. If you are further inland and you don't live in a mobile home I'd hunker down. Get a generator or two, get LOTS of gasoline (you'll be able to share some with the less fortunate), prepare your house for the wind and hunker down.
This is what I did when Rita came to town and I'm glad I did. I weighed leaving really carefully but convinced my darling bride that staying was the wisest choice and we're glad we did.