Sure as hell ain't staying put. I don't live in a super-overpopulated area, but there's quite a few people here and I want nothing to do with it already, let alone if the shtf.
I'd probably sit tight for a week or so after the incident happens to avoid the initial rush of people and discuss plans with a couple close friends. Then, load up with the guns, ammo, food, fuel, and other supplies, and head out into the plains or the mountains depending on the situation.
Plains are the primary location due to long sightlines and such, and the fact that they're closer/easier to get to. If people themselves are the main threat (gov't turns on us, enemy invades, anarchy takes over and people turn on each other, etc.) then I don't want to be somewhere that's as easy to find, so mountains it is.
I have a few spots in the mountains... 7 actually, between the bottom of CO and the bottom of WY. All very isolated and difficult to find areas that can only be accessed by a rock-filled trail in a lifted Jeep or truck and then some fairly difficult hiking/climbing on top of that. All spots are close to water, have rough terrain, and could be set up pretty defensively taking advantage of the land features.
As far as getting to these spots, I have all of the back roads and trails mapped out that lead to them, and I'd avoid main roads/highways/populated areas.
Also, about the lack of food sources in the mountains... I lived in a cabin up by Mt. Evans for 2 years... I know how to survive on my own in the Rockies.