[FairWarning]

It's a sticky situation, because if the thug already has the gun on you, you might be a fool to attempt to outdraw him. If he simply gets away with your car, then life goes on. If however, it appears he wants to take you or your loved ones with him, put him on ice immediately if you can. You have a much lower chance of survival if you are transported somewhere by a criminal.

If you get out of the car and then pull the gun on him/shoot him as he's driving away, you'd end up in BIG trouble. Not worth it. If you can make him freeze on the spot, it might be worth it, be then again, you could be harassed by the police, even though you didn't initiate the confrontation. Oh well, better to be judged by 12 than carried by 6. You have to evaluate it on a case by case basis.

The best up front defense is to do your best to avoid seedy areas, especially at night. If you live in one, MOVE! I would if it came to that. Life is to short to live in a high risk area.