I've always been a survivalist, so my mind always goes to that. Sometimes our concept of things is actually worse than reality.
I think I would try to gather as much information as possible, keep calm, and make a plan that fit the scenario.
If you weren't close to a nuclear target (Missile silos, air bases, etc...) you wouldn't be directly affected by any blast. Also radiation dissipates rather quickly as it travels, so either distance, or sealing up your home is important for about 72 hrs. The other problem is fallout which normally follows air currents that carry it downwind.
No one really knows if a nuclear winter would even occur. It all depends on whether dust and debris even makes it into the upper levels of the atmosphere, where it could stay for extended periods, but if not, it would settle back to earth. So it would be a wait and see. But, if it did happen, you would need a storehouse of supplies that could get you by for a minimum of a year. If it were a giant asteroid, it would be rather similar to nuclear.
A deadly pandemic would be also a hunker down period till it ran out of hosts, but the upside is no nuclear winter, so you could grow your own vegees and livestock, and stay put, although you would have to protect your assets.