The Wired How-To Wiki has a page on surviving a nuclear blast.
How did we live with the real threat of this happening for 45 years? And how do we still live with knowing this could conceivably happen? I think we haven't really begun to understand how much the ability to destroy mankind has altered our image of ourselves.The seconds following the initial flash are critical. Luckily, factors like explosive yield, weather, and distance can lessen the effects of the shock wave -- but don't kid yourself, it's coming. The best method for weathering this stage is finding an ideal barrier between yourself and the combination of extreme pressure, heat, thermal radiation and 500mph winds headed your way. This is where survival gets a little tricky.