I've been shot at, but never been shot. Someone broke into my house and discharged a .38 at me twice (missed by about 3 feet). I fired at him twice, missing the first time (it was very dark) and hit the second (shot him in the torso, two inches above and to the left of the navel). He dropped his weapon and I covered him while my wife called 911... He came out of it ok and was arrested and convicted of assault with a deadly weapon, armed burglery, and possesion of an illegal firearm (for a grand prize of 14 years).
Odd thing is, he sent me a letter a year later apologizing for what he'd done asking for my forgivness (I think it was part of his rehab program). I wrote him back saying that I absolutely forgave him, and that with some faith in God I hope that he can get his life back on track and that I'd been praying for him (I really had been). Now he's involved in prison ministry and writes me a couple times a year... I send him Christmas cards and letters of encouragement. It's an odd relationship, to say the least.
Anyway, the whole thing shook me up for months after, and I still have nightmares about it. But I wouldn't hesitate to do it again if I had to. Sometimes even the worst things in life can work out for good.
I do have a close friend (a bouncer) that was shot with a 12 gauge at 10-12 feet (luckily the assailant didn't know his ammo and was using shells intended for small game). He said it wasn't really that bad... not as bad as being knifed, which he'd had done to him a couple years before.