Head on a swivel, pay attention and look around. I make an effort to always check out the layout of a public place; where are the exits? This is important for any kind of emergency, be it a fire or an active shooter. If I was in a mall and heard gunfire I'd move to cover such as I could find and make my way towards an exit. But I wouldn't draw unless I saw the shooter and was forced to engage.

Yes, I CCW everywhere it's legal (and in my state it's legal everywhere with a few exceptions). My sidearm is for my own protection, not for me to try to be a superhero. If I can very clearly see what's going on and there's a clear-cut bad guy involved I may engage if I can do from a position of tactical advantage.

To me the scarier situation would something like the attacks on Charlie Hebdo in Paris. In that scenario the shooters were trained, armed with AK-47s (and according to one report, an RPG!) and may have been wearing armor. Me and my HK P30 are not an even match for two bad guys with rifles. Discretion would be the better part of valor in that situation. But if I were cornered and had to fight or die where I stood then I'd rather go down fighting.