I'm not particularly worried about it. North Korea doesn't have the capability to fight us on its own, and even if Russia and China were at its back we still have an overwhelmingly higher-funded military than the next five nations under us combined - or at least that's how things were going last I saw. Any attempt to grow a sizeable enough force for an invasion would be pretty easy to see and counteract with the help of satellite capabilities, or so I think.
As far as missiles go, particularly if they're nuclear, there's nothing I could do except hope that they don't end up hitting me. Only people that are going to survive modern nuclear weapons would be people who have the money, status, or sheer luck to be inside shelters at the time, or people who aren't within the blast radius/lethal radiation zones.
I do have a general-purpose bug-out bag, but nothing for nuclear war. I might end up getting a stowable chem suit or something if things really start getting serious, but NK has been a pain for decades. Last time they were going to nuke Hawaii: I'm still waiting, NK.
Aside from the bug-out bag I have three survival manuals that I flip through once in awhile. (Four if you count "100 Deadly Skills" which is a book full of sheer awesomeness.) No real plan though. I'm already in a pretty good location for hanging out, and when something as unpredictable as war comes into play, it's often going to be playing by the seat of one's pants - unless, as mentioned, one has the money to provide a plan worth making.