We tend to have car-damaging hail in some part of the DFW metroplex every couple of years. The worst-case storms, like at Mayfest in Ft. Worth several years ago, are like an artillery barrage but happen very rarely. That particular storm had softball sized hail and wiped out a lot of autos, houses, and even people who were out at the park. In an average year you won't see much bigger than dime-size.
Normally you don't have to worry much about it, like the other poster said you have warning most times. I have lived here all my life, the only time I have sustained much damage was in the Mayfest storm, I was at work and my Jeep Cherokee took a serious beating out in an uncovered parking lot (I was in the lab and didn't know a big storm was on the way).