I've got a pretty heavy door, and keep a few locked doors between me and the street. Not to mention an alarm. Personally, I don't like the idea of going and looking for a threat. My current plan is it mass the occupants of my house in my designated safe area, arm up, dig in, and call the cops.
Seems like less mess for me.
That being said, I know that's not feasible for everyone, and that everyone has to go their own way...my idea isn't for everyone