
For me, it would be an obvious choice: Armed self-defence is clearly
and strongly protected by the Colorado Constitution and the laws
of the state. In the very clear-cut situation of your hypothetical,
I wouldn't have anything to fear from the police (unless I had been
publicly carrying the weapon concealed, something I'm not in
the habit of doing... Even then, the worst I'd have to deal with 
was a class 2 misdemeanor.) Even if the situation were not so
clear, and I might have to worry about arrest for manslaughter or
homicide, it would still be safer to wait for the police. If
I were to leave and try to avoid police involvement, I'd be committing
several felonies and ruining my chances of claiming self-defence
in court ("If it really was self-defence," the prosecuter would
ask, "why did you run away and hide from the police?")

In other states, however, this decision might not be so clear-cut:
If someone in, say, Washington D.C. were to use a gun in self-defence
he would _automatically_ be guilty of several felony violations of
that city's gun control laws. Such a person's choices would be
between certain conviction for a couple of felonies versus possible
conviction for half a dozen. 