I consulted a reference book (of a sort).
Advice: "run away… terribly fast."
That isn't advice specifically for a space rock impact, and of course it depends on it being possible to define "away" in the context of the incident. For a planet-buster rock there may be no "away", or, maybe just deep mines etc. to shelter in, like in some of the movies. But for a smaller rock, a continent cleanser or an urban redeveloper, mass effort may be worthwhile. Or at least to get a better view when it hits.
(In memoriam Adams, and Pratchett)