There is a certain safety in numbers. If there is a major evac, what external support is available will be targeted where the most people are. It may also be that you can find people to team up with, which could be very helpful. I also think you will be less likely to be mugged/robbed with a lot of people watching; too much chance someone may help you. The bad guys like easy, safe targets: that is what bothers me about going off alone. As TheSock points out, if you yell "Help", there is no one to help, and you are an easy, isolated target.

So my default plan would be to stay in the crowd, and try not to stand out, especially if the crowd is going somewhere, say for example walking out of Manhattan into Brooklyn across one of the Bridges.

That being said, I would not abandon all sense and follow the crowd off a cliff. Nor would I willingly be confined to a 'refuge center' like the super dome during Katrina-- I would go off alone under those circumstances. That might call for some E&E.

Bottom line, IMO there is no one right scheme; you have to keep up your situational awareness. Trust your sixth sense; if it feels wrong, don't do it, even if you can't explain why.