If indoors: Take cover under a heavy piece of furniture or against an inside wall and hold on.
Stay inside, the most dangerous thing to do during the shaking of an earthquake is to try to leave the building as objects could fall on you.

If outdoors: Move into the open, away from buildings, street lights and utility wires.
Stay there until the shaking stops.

If in a moving vehicle: Stop quickly and stay in the vehicle. Move to a clear area away from buildings, trees, overpasses, or utility wires. Once shaking stops proceed with caution. Avoid bridges or ramps that may have been damaged by the quake.

Other Important things to remember

The behaviour of pets may change dramatically after an earthquake. Normally quiet and friendly animals may become aggressive. Be sure to watch animals closely and leash your dog.
Do not move seriously injured persons unless they are in immediate danger of further injury.
Only use the telephone for emergency calls.
Clean up flammable liquids immediately and leave the area if you smell gas or fumes from chemicals or if you hear a hissing sound, most likely leaking gas pipes.
Listen to a battery-operated radio or television for the latest emergency information.