Nope...no sirens. But, between weather radios, Sumter "Code Red" phone notification, local TV/radio, and Orlando meteorologists (and TOTV and Facebook), there are plenty of sources for impending bad weather.
The best solution is the weather radio. We don't like hearing that blaring tone in the middle of the night, but, it could save your life.
Prior to the 2/2/2007 tornado, there was a gap in weather broadcast coverage such that most of the Villages could not receive weatehr radio notifications. Between contributions from VHA and fasttracking the approval process, a new, high powered antenna was installed in Sumter Co by July of that year.
Here's an article from wesh.com on feasibility (or not) of installing sirens in FL:
http://www.wesh.com/weather/10284564/detail.html
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Maryland (DC Suburbs) - first 51 years

The Villages - next 51 years