Once I read a book with a chapter pretty much devoted to this, it said that the guy mugging you is probably more experienced(supposing they were careered criminals) and that is was best to not try to shoot.
It said that a good way to get them off your back was to keep a "mugger wallet", with enough money to satisfy the guy.
Or there is the option of being trained in like, 5 martial arts and kicking the crap out of them.