Should I lick my wound?

This did not settle my mind:
http://www.straightdope.com/classics/a2_412b.html

Any good studies out there?

I think it depends what species you are.

No!
Human saliva is not going to help coagulate your blood and it will just contaminate the wound.

Go with the master, let it bleed a little, then apply pressure while you seek medical help!