Jokes aside, I would take my family to the nearest sewage access and go down into the sewers. Depending on where the nearest blast hits, it could be enough protection to survive the initial attack.  Its what comes next if we survive that theres not much of a plan for. Avoid radioactive fallout, find a place with thick walls to hole up, stay away from windows, add as much physical content between us and the outside as possible,  and wait to hear from whatever is left of the government on what to do next. If theres no message for a day or two, who knows at that point. Survival becomes a constant issue.