Yes, you had better call them in any situation you pull your weapon whether it's fired or not. When they get there, just tell them you feared for your life and want to help them in their investigation but are too shaken up at the moment and would also like to talk to your attorney before giving a statement. I'm sure they will try to coax info out of you but remain tight lipped. You will be experiencing many emotions plus the adrenaline dump so don't risk inadvertantly saying something incriminating. In the event you have shot someone, when you call 911 make sure they send an ambulance ASAP as this is what a "normal" person would do. In the event it should go to trial before a jury, it's imperative that you appear as a caring, concerned and "normal" citizen of the community.
Regardless of what state you're in, you shoot or kill someone and don't report it...you're in a world of crap.