Rule number one; Have parents that care about you. If they will let you leave the house when they know there is a phsyco killer on the loose, consider moving out.
Rule number two; Don't date crazy a-holes. They are of absolutely no help to you and will always be killed when you're around. Even if they don't get killed first, they would see the killer, run, and leave you there to the killer.
Rule number three; If you are being attacked inside a house filled with other people, who are your friends, you should call out for their help. No friend would ever ignore you screaming followed by "Help me, I'm trapped upstairs with the killer!" Not one of them.
Rule number four; If friends aren't available, do more than just run. If you knock the killer off his feet because he's wearing a ridiculous costume with terrible visibility, you have the upper hand. Don't keep running away. Take that sucker out! Kick him in the throat! Do something! The dude is going to kill you!
Rule number five; Don't live where the police and investigative reporters are terrible at their jobs!
Rule number six; *69 and 911. If the killer uses creepy phone calls as a means to try to control you, and uses *69 to hide his number, hang up and call 911 immediately. Unless you completely disregarded rule number five, then you have to move out of town.
Rule number seven; If the killer attacks you inside your dreams, then will yourself to wake up because you are only having a nightmare, not a premonition. Chances are that you are not psycic, so don't panic and act carelessly because there is a killer and every minute that you are careless is a minute less that you get to live.
Follow those rules, and you should survive a horror movie with a killer in it just fine. For ghosts, demons, vampires, ghouls, and spirits, you're on your own.
For zombies, see Promise2001's How to Survive a Zombie Apocolypse.