I have the NOAA weather radio app on my iPhone. I get exactly the same weather alerts that are distributed to local emergency response, radio, and television stations. The advantage of the cell phone is that I only get the information for the area the phone resides in, not the whole broadcast area (a big advantage when traveling). It also provides real time weather radar to track storms. The disadvantage is that you need a cell signal, which I am seldom without with a cell booster and directional antenna up 20 feet. You set the alarm for however annoying you want it.
I also have an Acu-rite 8550 weather alert radio; doesn't give the constant stream of computer generated voice weather reports, only advisories, watches, and warnings. I must program it for the area I am in, otherwise I get alerted to anything in the broadcast area (can be 100 miles or more away). Having only a 4" attached antenna reception is spotty if I can't get a cell signal. Also it's warning alarm will wake the dead and you get it every 1/2 hour or so until the alert is off; not very conducive to sleep.
Also an old 9V transistor weather radio that recieves the constant weather stream from the broadcast towers, including alerts. Voice quality is crappy and a 2 ft attached antenna. Same 'wake the dead' alarm.
I can also get weather information from my inReach, including alerts, but I have to ask for it. Satellite communication so I can get info from anywhere I can see the sky.