A lot of people who carry a handgun concealed get into the mindset where their first response is to reach for their gun if they feel threatened.Not necessarily actually brandishing it, but even just an clothing adjustment to gain quick access or a reassuring pat on their weapon.
The problem is the first thing you should be doing when threatened or if your "danger alarm" has been tripped is to immediately plan a escape plan. Ideally you should have some awareness of your environment at all times, so that such responses are virtually instinctive/reflexive, but Human beings are usually not that fool-proof.
If you are in your vehicle, the first & ideal reaction should be to simply drive away, but many people that are armed become so gun focused that they will try to shoot it out. Always leave enough space in between you and the car in front of you in the drive through of fast food joints or the bank, so that you can simply drive away in the event of threatening activity. There are times when you may actually have to knock another car out of the way to make your escape. Blackwater USA conducts training in this area, teaching people to override the natural inclination to "preserve the car".If your path is completely blocked,they recommend hitting the offending car by hitting it at the axle. Line up the lights(on the striking side) of your car with the front or back axle(whichever your striking) and drive through pushing the vehicle out of the way.You have to stay on the gas the whole time,which is another big point since people generally instinctively stop at the moment of impact. I'm talking life and death threats that have actually manifested themselves in the form of a car-jacker with a gun etc. , not just some street kids giving you dirty looks.In that case,you feel threatened,but nothing has yet materialized, so hopefully you have left yourself enough room so that you can simply drive away.
Mindset is the key to all of this and you get the proper mindset by repeated visualizing scenarios and appropriate responses.You can get training such as mentioned at BlackWater,but it is expensive and IMO not really necessary in this particular area since it is largely a mental issue and can be accomplished through mental exercise and imagery.