I've been through a couple of earthquakes, and they're also incredibly loud. Like a freight train. Not to mention there are different kinds too. I've been through "roller" earthquakes where you feel like you're on a ship. And "scissor" earthquakes where the ground violently jolts back and forth. (those are scary). The weirdest thing about an earthquake is when you're in a concrete structure building and you can actuall SMELL the concrete grinding and turning to powder.
We've had a few "hurricane force" wind storms with 100+ mph winds (one was in December of 2006, 6 houses in my immediate neighborhood are still under re-construction from that one). Our wind storms here are so violent at times that our bridges keep falling down and sinking. The day President Clinton was sworn into office, a wind storm sank our major bridge that connects Seattle to Redmond (it's a floating bridge

) and then there's the famous "galloping Gurdie" in Tacoma where a windstorm created a harmonic and the bridge bucked and rolled then collapsed. It's super famous vintage film footage.
A raging forest fire was one that really scared me and was probably the most fascinating in reality. I have friends that live on a lake in rural WA that's very suseptible to fire. The opposite shore from my friends house burst into a 600 acre wild fire that burned everything in its path. My friend who I was visiting works for the Sheriff's Dept and we went out in a water patrol boat plucking homeowners and vacationers off the shore.
During a super hot wild fire like that, trees actually explode when they're burning, metal roofs on houses "sing" in a high pitched whining sound as they burn (they errily "float" above the structure too). After we evacuated everyone, we floated about 50ft off shore and watched house after house and tree after tree burst into flames. Some of the houses were built into the cliffsides and their wooden staircases/porches (sometimes up to 50ft long) would act like a wick, catching fire, and the fire would race up the staircase and ignite the house. Truly quite an experience. By 4am, the fire was burning so hot it was creating a convergence zone over the lake which caused about 30mph winds and by the time we got back to our house, the police department had actually issued a small craft warning on the lake, the white caps were getting to be about 4' high just from the fire winds and heat. I did get to learn to operate a portable underwater fire pump though. For all the good it did.... none. Luckily no people were hurt. I'd say that a forest fire is the most destructive, violent and unpredictable natural disaster I've personally ever seen. It was interesting to watch it from a safe but up close and personal vantage point. I found a picture of that fire and attached it below.
Volcano... been through one of those too. Good Old St. Helen flipped her lid when I was 13. I heard it, I saw it, but since I live north west (about 250 miles) my area was unaffected by the ash fall... but my aunt and uncle lived in a central Wa. town, we went over there while ash was still falling to bring them back to our place until the fall stopped. Their car actually got so gummed up they couldn't drive it. It was daylight when we went there, but the ash literally blocked out the sun. Pretty creepy, I still remember it very clearly. Man, that was 27 years ago now. I also never felt so "dirty" in all my life, that grit was everywhere.
I voted for Tsunami though... the idea of safely riding a big wave just sounds fun.