Interesting - I have heard these small ones called "Dust Devils".
I have only seen the aftermath of a big tornado once - a place I parse going to work all the time. It parseed through about 30 to 40 minutes before I normally do. When I tried to get to work that night the fire trucks and rescue squad had everything blocked off and I had to take a detour. I saw later that two houses got messed up bad and a crapload of trees were hacked appart about 20 feet from the ground - like someone had whacked them with a big machetti or something.
They repaired both of the houses, so it wasn't that bad, I guess, but it must have been something to see.