Don't give up the fight, even if all hope of aid is lost. I would aim for the head, and hope I don't miss. I would never take out myself unless everyone I knew was dead and I was on the brink of being dead myself.
I will do all that I can to survive and fight, but, if it came to it, I WOULD shoot myself. I will serve my purpose of protecting those around me, and if that means deciding to deny the walking dead one more "recruit", so be it. I will die with uncorrupted valor; my pride will not be your downfall.