I try to sit back to the wall, away from entrance and bathrooms, and out of the line of traffic. I do this not only for reasons of security but also to avoid noise, weather, odors, privacy, and intrusion by other patrons, intentional or not. This applies to restraunts. I don't go to theaters because my wife smokes and I won't go without her.
I don't go in paranoid that an assailant is going to come in, but I try to keep in mind the possibility. The place I feel most likely to encounter a shooter is my workplace. I work in a factory and we ocassionally have disgruntled employees who get fired. There have been some threats, not to me, but I am in one of the more potential "hotspots", very near an entrance in an office. I still don't lose sleep at night over it though.
This is my gun. There are many like her, but this one is mine.
With Freedom Comes Responsibility!