It's a tragedy that we are seeing repeated all too often in the news: one or more heavily armed gunmen open fire on defenseless civilians, killing into the double digits. People justifiably cry out for something to be done. You can wait for the government to protect you - we see how that has worked out so far - or you can take action as an individual to protect yourself and your family. Don't go to the mall, church, the movies, school, or any other public location without thinking through your options.
The first and easiest way to protect yourself is have an exit plan from every public facility. Make sure you know the way out of the building and have a reliable vehicle waiting nearby in case you need to leave the area. If you do not own a vehicle then rent one. Something like a minivan or an SUV with a lot of room for storage is a good choice. You can't Uber your way out of a crisis.
You're going to want to take some passive protection with you. It helps to mask your identity so you cannot be individually targeted, so I would go with the simple and effective balaclava or a ski-mask. Wear head protection and upper body protection. You could conceal this under a loose-fitting shirt or jacket, but if you want serious protection go with full load bearing gear, vest, and a chest and back strike plate. You're also going to want something sensible to wear along with the armor. Military fatigues are designed for this sort of situation, so they are a good choice.
Next you are going to want to be able to project some force to deter shooters. If the situation goes "hot" you'll need a weapon to make your way to safety. For a long arm, I recommend something reliable and cheaply provisioned, like the .223. An assault-style weapon is preferred for its easy use, tactical handling, flexibility, and large magazine capacity. Try the Recon from DPMS Panther Arms or the M&P15 from Smith & Wesson. You will also want a reliable sidearm and you can't do better than a 9mm pistol from Llama or Smith & Wesson. Use a hip or leg holster. Whatever you find most comfortable for your daily activity.
Be sure you have plenty of ammunition as well. This means 6-10 spare magazines per weapon, per person, in addition to a large stockpile of .223 and 9mm ammunition to be kept in your vehicle. If needed, stockpile even more at your second location. This will be your fallback point in the event of a crisis.
A lot of people would stop there. You have a vehicle, guns, body armor; that should be enough to deter a shooter, right? Wrong. Jihadi terrorists will not be deterred even in scenarios where you are heavily armed and armored. That means you need to prepare additional means of overcoming them with force.
Hand grenades would be great, but hand grenades are illegal and expensive. Meanwhile, instructions for making homemade explosives are easily accessible on the Internet and use mostly common household materials. The use of a simple pipe body with powder and shrapnel material like nails or screws can create a cheap and effective improvised explosive to deter mass shooters.
If you want to take things a step further, and you're pretty handy with electronics, it is surprisingly easy to convert the control device for an RC plane to remotely trigger an explosive charge. This will allow you to move to safety while still using force against the shooters. Knowledge is power here and surprisingly Al Qaeda has provided some useful instructions for defense-minded patriots. The enemy of your enemy might just save your bacon in a mass shooting.
This should go without saying, but be sure any of your small children are being looked after by friends or loved ones. You can outfit a ten year old in ballistic vests and use training and first person shooter games to inoculate them against the inherent human resistance to killing. The same can't be said for, say, a six-month old baby, which is just downright useless in a mass shooting scenario. Keep the babies at home.
The last step to successfully surviving a mass shooting is to know your enemy. They will have either a dangerous mental illness, like untreated schizophrenia, or a nihilistic ideology. You have to think like your enemy. Get in their head and hear the voices they are hearing. Believe their hyper-conservative religious or political doctrine.
With any luck, you won't need to use any of this information in an actual live shooting scenario. But we're not relying on luck. We come prepared.