I've only experienced one quake, while camping in California, and we didn't know what it was until we left in the morning and went to lunch. It was in the 3's as I recall.
I have been in a few at my location mid-4s, mostly in California, but the last in New Mexico. The last was the most interesting as I was near the epicenter and had recently taken some geophysics classes.
Sleeping on the couch at my parent's house after a night well spent at the Capitol Bar in Socorro, I was awakened by the pressure wave which hits like a brief punch or jolt, less than a second in duration, making a booming sound. Immediately after came the shear wave, rattling dishes and anything not firmly fixed which lasted for some 5 to 10 seconds. During this time I also saw the Raleigh wave on the floor which made it appear to undulate in a series of peaks and troughs like waves in the open ocean. I found the experience quite informative, but I would like to keep it under 5 on the Richter Scale, as you may well understand.
Read not to contradict and confute, not to believe and take for granted, not to find talk and discourse, but to weigh and consider. - Francis Bacon