Now, I've been doing some research over the last couple of days and what I've found is that nuclear war isn't quite as deadly as many imagine. Yes, millions would certainly die but millions more could survive... under the right circumstances. Here's a video from the Fifties which is maybe a little outdated but I feel it's advice is actually fairly sound:
Obviously, ducking and covering yourself won't protect you if you're unlucky enough to be right under where the bomb lands. If you're a few kilometres away however, shelter behind a wall or in a building could make the difference between third degree burns across much of your body and walking away nearly unscathed. Particularly of note is the advice to keep away from windows in the event of seeing the flash of a nuclear explosion, for it will likely be followed in a few seconds by a shock wave that would shatter the glass and embed the shards in your face.
The other thing I would do in the event of nuclear war would be to stay in my house for at-least two days and up a fortnight ideally. Evacuation is a possibility but risky, since everyone-else and their dog will have the same idea and it's not like many other places are going to be much safer anyhow. The reason for staying inside is that after the heat wave of the bomb has dissipated, radiation would be the highest risk to human life but nevertheless would dissipate fairly quickly. Alpha and beta radiation would be halted by the walls of a house, gamma rays not so easily, any sort of concrete or covering would help to a degree. If one had to go outside, covering up all exposed skin would help protect against the worst of alpha and beta radiation, not something I would do unless there was no other choice though. Within two weeks, 99% of the radiation would have diminished and going outside would be more feasible again.