Okay, I've narrowed it down to a couple of options:
The game is set in a fictional city built in the Florida coast to the east of Orlando (inside a meteor impact crater where Cape Canaveral is in the real world) so a hurricane is a possibility, maybe a tornado. Although its a big and splashy Event, I'm thinking it might not be right for the game. Although technically its the second session/issue, this is technically the Debut issue for the group.
The kids go to the same school as the teenage son of the city's Chief of Police. A group of bad guy's could enter the school, either to kidnap the kid as a way to blackmail/coerce the Chief or shoot him in an act of vengeance. This option does have the potential benefit of making the Police Chief friendly to the characters if they save her son. Also, the son could be a very useful ally.
Characters are at school (father is attending a meeting with the principal over his youngest son's behaviour) when a superhero crashes through the gym roof having been thrown through it by a supervillain. With the hero down, the villain starts throwing his weight around, blasting at the school.
Seem I really like the school angle. Same as above, except a group of movie-style criminals armed with next-generation weaponry are being chased by police. They end up screaming into the school grounds (its a private school) trigging an armed siege.
"Heroes get shot, stabbed, burned, bludgeoned, poisoned, infected, disintegrated, irradiated, electrocuted, exposed to vacuum and fall from great heights. Being a hero is a tough job."
- Alternity GMG, Chapter 6 (Damage and Injury)