are regular ones still terrifying?
Tornados will always be terrifying because you basically have to get to shelter as soon as the warning comes up. They're unpredictable in path and destruction. Most of the time the damage isn't too bad and usually only specific areas, but they can change path and intensity on short notice.
Most earthquakes in developed nations aren't bad because places on active fault lines usually have stricter building codes to account for it. Small ones are a shock (no pun intended) but the anxiety for most of us wears off within minutes of it passing.
Hurricanes can be terrifying, but with modern weather predictions and media reporting giving a few days notice, it's a lot less terrifying than it would have been a century ago. Some less severe ones don't even evacuate. My friend continued his hotel stay through some hurricane years back. He slept through it while his mom was woken up and couldn't fall back sleep from the roaring winds.
Do you get used to it or is every single event memorable?
You get used to it. I remember most of the 5.0
+ earthquakes I've been through, but not very well if I wasn't doing anything at the time to associate it. Any earthquake I had to look up to see if one even happened I won't remember by the following week.