From Gaza to the protests in Ferguson demanding justice for Mike Brown, tear gas is often used by police to discourage peaceful protests and disperse crowds. This tactic disregards the rights of folks to gather for the purposes of peaceful assembly and voice dissent. Rather than running away, here are some resources on dealing with getting gassed.
This manual on tear gas from Freedom Fighter highlights the most important points: getting tear gassed is painful but not unmanageable, do not apply water to the eyes if you have been gassed and of course, come prepared.
This infographic from Occupy Wall Street also outlines the basics.
In Turkey, protesters set up large jugs of water to neutralize the tear gas. Check out this video to see how they did it.