Tornado or Cyclone?

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I watched an episode of Bones tonight and there was a twister involved in the story. At one point one of the scientists said the word "cyclonic" and it got me wondering. Is there a difference between a tornado and a cyclone? If so, what is the difference? I've always thought "cyclone" sounded cooler than "tornado" but have never lived anywhere that actually had such phenomena occur so I have to admit total ignorance beyond what I have seen and heard in movies. Do any of you live where these storms happen? What stories can you share with me to help me understand this force of nature? Thanks in advance.