Invest in heavy-duty patio furniture covers, particularly oversized ones. These allow you to weight them down against the ground with rocks or other heavy objects, making it harder for your furniture to blow over.
Stack your patio furniture in a corner, away from where the wind blows through. When it is grouped together, it is heavier and resists the wind.
Store your furniture indoors when a storm is approaching. Whether in a garage, a shed or your basement, keeping your furniture inside and out of the harsh elements is the safest way to keep it from flying away.