I’ve never personally been shot with anything more powerful than a BB or a bottle rocket. A former roommate of mine has a good story though:
He’d just gotten a new car, or new to him at least, and was out in the north Georgia countryside for a drive late at night. A minivan pulled up behind him, then passed (this is on a little two-lane blacktop). As it was passing, he glanced over at it to see a handgun pointed at his head.
He ducked away just as the guy fired. The bullet, a .25 caliber, shattered the window and hit him in the face.
Here’s the amazing part: He’s a fairly heavyset guy, and has kind of big cheeks. The bullet entered his left cheek right next to the ear, and exited his left cheek right next to his nose. It essentially did no damage whatsoever. No muscle damage, no sinus damage, no nerve damage, just two neat little holes. It didn’t actually penetrate into his mouth at all, either.
A second bullet went into the car door. He pulled over as the minivan (which turned out to be stolen) drove off. They turned around and came back, so he floored it and leaned down as he drove past them. They drove off, so he pulled up to a farmhouse and knocked on the door, and the people inside called the cops (this was pre-cellphone days).
I got the call at home and drove to the hospital at about Warp Nine, and he was lying there, covered in blood and doped up, but essentially fine. The only lasting problem was that thousands of little tiny shards of glass had lodged in his neck when the window blew out and they would, for weeks or months afterward, fall out of his skin at strange times.
The local paper’s story about it quoted the sheriff as saying, “I can’t believe this guy’s luck. Another half-inch and we’d have a whodunit.”