Due to its unique location, Bangladesh often faces devastating hydroclimatic shocks such as floods and cyclones. In the recent past, three major cyclones (Sidr in 2007, Aila in 2009, and Komen in 2015) claimed 3800 lives and damaged hundreds of thousands of houses with billions of dollars in property damages. In this paper, we focus on understanding people's evacuation behaviors in the face of approaching cyclones using survey data collected through face-to-face interviews with residents living in the coastal areas of Bangladesh. Through various statistical models, including probit, panel probit, bivariate probit, and multinomial logit models, we have explored the determinants of both past and future evacuation decisions, as well as the choice of evacuation destinations. Our findings reveal consistent patterns across different cyclone events, highlighting the significant roles played by warning time, proximity to the coast, property loss, shelter accessibility, housing structure, literacy, past evacuation experiences, and demographic factors such as age, gender, and employment status. Additionally, the analysis of evacuation destinations uncovers nuanced insights into the preferences and challenges faced by evacuees, including the need for improving shelter accessibility. With rising vulnerabilities in coastal areas in Bangladesh and worldwide, identifying what drives households' evacuation decisions and their destination choices can provide useful inputs for evacuation planning and effective disaster management.