I have to agree with Brangdon,
It would depend on the weather conditions, nature of the emergency...

Keep in mind that the Superdome was an aberation, not the "norm".
In my limited experience and observations based on news reports are that shelters are relatively safe.

Here on the Gulf Coast we've have evacuations from time to time due to hurricanes and I've never heard of any problems.
Hypothetically, knowing what I know now and had I been in New Orleans during Katrina I would've rather had been in the Dome then being one of the bloated bodies floating down the street or isolated and outnumbered by looters. As a nurse, maybe I could've done some good to someone in the dome.

Rescue/relief/medical attention is going to be targeted at the largest concentration of people.

If your out isolated on your own your vulnerable regardless of how well you're armed. There is safety in numbers as a general rule. (There are exceptions of course).

I personally prefer to shelter in place. After that I'd recommend having backup plans for your backup plans. (Where do we go if we can't get to the in-laws, etc...)