Select a room or large closet space that has no windows, skylights or other openings besides a single door. Remove the current door and doorjam.
Install a steel door jam and steel door. Choose a lock that will be nearly impossible for someone to break and that locks quickly but that you can still have a key to or some sort of access to in case a child accidentally locks themselves in.
Reinforce the walls, floor and ceiling with steel plates. The thickness depends on the amount of space you have and you own personal preferences. These can range from two inches to eight inches.
Set up a video monitoring system so that you can watch the action in the house from the safe room. Also include a private telephone line and alarm system. Wire in an electrical outlet and have a small back-up generator on hand.
Stock the room with supplies: first aid kit, flashlight, water, non perishable food, defensive objects/weapons and any other items you might personally need. Lastly leave a cell phone, cell phone battery and charger in the room in case the power lines are ever cut.