If a person has the intent to shoot you running away would be pointless...
1) Most people won't shoot at you if you run--that's how the police get them and they go to jail. They use the gun for intimidation purposes (and it works).
2) Most people are not mentally prepared to use a firearm on another human being (many are though, so watch it).
3) If you would like some info on how hard it can be to hit a moving target, ask a longtime hunter or soldier. It's not easy at all (and that is for people skilled with a firearm, not some dude who packs a nine and thinks he's really bad).
Sometimes the situation may dictate that you stay for one reason or another, but it's almost always safer to take off (in a safe manner that fits the situation--i.e. don't turn you back on a pissed knifer) when someone produces a weapon.
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