I read an article today about better understanding tornadoes by penetrating them with scientific instruments attached to $30-50k drones. The article is entitled "Drones might help explain how tornadoes form" and can be found here.
I'm really curious as to why rarely anyone considers the weather balloon as a viable way to deliver instruments near to or into a tornado. So many people concentrate on hair-brained ideas like flying helicopters and RC airplanes or shooting rockets, seemingly never able to consider that in application they will be in a supercell environment. Not only are these expensive, they are not going to fly well in the inflow.
Weighted sensors and cameras on the ground have proven successful and seem to be what the majority of chasers and/or scientists lean toward when attempting to gain usable data. The activity of placing these in the path of an approaching tornado can prove deadly.
So why not the balloon? No, probably not a full fledged weather balloon due to the fact that the logistics of filling on location would be a huge downside; but rather a scaled down version capable of carrying pertinent instruments, cameras, and a locator. Getting the instrument headed toward its target is as simple as releasing it into the inflow. Sure, the balloon will burst when impacted by debris but at that point it is likely close enough to provide valuable data.