C.R.A.V.E.N. (Cover, Recon, Arsenal, Vehicle, Escape, North)
Take cover and stay together. Be sure not to over barricade; not having a quick way out is the fastest way to die.
Find out what you are up against and what you will need to get past it. When outdoors high ground is usually helpful, (unless the monster(s) can fly.) Try to locate a means of conveyance.
Amass an arsenal. Baseball bats, broom handles, shotguns and swords, anything you can use to beat a path to your next destination.
Find a vehicle. Check the back seat, if empty open the driver-side door, (don't worry it's always unlocked.) The keys will be behind the visor. (Note: When starting the vehicle the engine will not turn over until whatever is chasing you is within about two feet of the vehicle.)
Put the pedal to the metal and get the hell out of there. Passengers should all be armed and ready to defend the vehicle. The driver needs to keep a level head and not crash into anything that they aren't trying to kill.
Go north. Anywhere you might be, north is better. Ancient vampires in Aztec ruins? Keep going till you hit Austin. Murderous hillbilly, infested Arkansas backwoods? Let St. Louis be your salvation. The perpetually haunted American north-east? Canada's great anytime.
When the danger is a state line or two behind you, you can finally give that much deserved sigh of relief, (and then get the crap scared out of you by the next person to tap you on the shoulder.)