My first thought would be "What did Canada do to deserve this?"
Then I'd probably sprint to the grocery store that's one block away, grab as much food as I can carry, drag it back home and get so high that I won't even know whether I'm dead. If I run out of drugs before I die, then I'd probably turn the TV back on to find out WTF is going on.
EDIT: Wait, I'd probably start getting all kinds of calls from my family, and they'd just go on about how much they love me and how they're sorry I didn't get to live my whole life. I can't just hang up on my parents at a time like that, so I guess I'd just put them on speakerphone and just kinda... chill. And eat all the food I grabbed before. However, I'd need to give all of my family the chance to call me, so I could tell each one that the other was calling. Then... I dunno. Back to Plan A.
My dad would probably try to convert me back to Christianity because he'd be afraid I won't go to heaven. So that'd be fun.
P.S. It's a good thing I live with my significant other.
Actually... I'm far enough away from a major civilization center, that I wouldn't be immediately killed in the blast. And if I could get to my basement in 45 seconds, I would be safe from the heat wave, and as it is underground and concrete there would be less lethal radiation... I might actually live through this.
Now it's a matter to see if the massive EMP broke all the cars in the area, and if it didn't using mine to loot the ngrocery store of all the canned food I could. If not well....
Move to another country before the nukes hit. Then take revenge on whatever country sent them.
Unless the nukes where sent across the entire world to every country by some insane terrorist organization. In that case, I'll take revenge on them if both they and I survived. If they died, then I'd just sit in my bunker until I die, since there's nothing useful that I can do.
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"Science isn't a matter of WHY, it's a matter of WHY NOT? WHY is so much of our science dangerous? Why don't you marry safe science if you love it so much? In fact, why don't you invent a special safety door that won't slam you in the butt on your way out? BECAUSE YOU ARE FIRED!" -Cave Johnson