Hmmm, take my cell out of my pocket and call the police right then and there. More than likely, that would make them drive away. Report descriptions of people and vehicle with plate to cops if possible. After the guy yelled, "We're going to kill you," at me, anyone coming out of the vehicle would immediately be drawn down on with orders to get on the ground. They'd likely drive away at that point. Continue to report it all to the cops. I wouldn't mention anything about drawing your gun either, unless it came up.
Optional: Report it to the news, then write to American Rifleman so they can add it to their data base of times a gun saved someone's life.
EDIT: Sniper, you should change the title to the scenario so the threads are easier to identify.