Is it true that tornadoes cannot hit cities due to the building's effects on storms?
No, it is not true. This year (2011), tornadoes have hit St. Louis and Joplin, to name a few.1
Is it true that tornadoes cannot cross over bodies of water?
No, it is not true. Reference this YouTube video of a tornado in Springfield, Mass.1
Should I open the windows of my house to equalize pressure and minimize chances of home explosion?
No. A home is not so air tight that it would explode from low pressure, so opening the windows will not buy you any protection.1 If a tornado is really headed towards your home, you should take the time to take cover. A home can be rebuilt, but a life cannot be brought back.
Is it true that a tornado will not hit the same place twice?
No. Tornadoes have hit the same location twice in one day.1 Near my own home, a tornado followed an almost identical track of a seperate tornado that hit a year prior.
Sources:
1 - Why So Many Tornado Deaths in the U.S. in 2011?
http://www.crh.noaa.gov/news/display_cmsstory.php?wfo=mkx&storyid=69208&...