In comments, LarryArnold adds this gem:
One thing I haven’t seen from you is taking seriously “that feeling.” (Pit of your stomach, hair on the back of your neck, wherever yours shows up.) Working with survivors of sexual assault and other violence there’s one thing I heard over and over: “I had a feeeling something was wrong, but I ignored it/thought I was being paranoid/didn’t want to be embarrased*.”A-freakin'-men. Fuck embarrassment. Don't overreact (pulling your gun because someone jostled you at the milk cooler is a Bad Thing), but start making plans and moving towards an exit.
Whenever “that feeling” shows up, get thee to Condition Orange!
If you haven't read The Gift of Fear, do so. (Link goes to Amazon.) It's $9, and it's got plenty of good advice.
I think most of the gunbloggers have posted up their own stories of things. Mine was a highway rest stop, Jay's (one of many) was a guy tailing several of them at NRA '11 (until he saw four open-carried pistols in .357 and/or .45), Caleb has drawn-down on a guy... the list goes on.