Shelter
I love a big, roaring thunderstorm like the one we are having right now. It brings home the true meaning of "shelter" in the cliche of food, shelter and clothing.
My dogs definitely understand it. They were adult strays at the pound when we adopted them, and while I may be guilty of anthropomorphism here, Sammy and Pippin both seem to appreciate even more than I do the value of being in a warm, dry, stable home when they look out the window and see the wind and the rain and the lightning.
I love to go into the garage when the weather is this crappy. The sound of the rain and the thunder is much more intense, and I feel even more blessed to not be standing out in the middle of it.