Depends on how much time i had to react.  
A missle lock does't mean a missle is on the way.  
Chances are if i was in a USAF f-15, f-16, f-22 or a Navy f-18 or f-14 i see them long before they saw me and have some idea of the level of threat thte other plane represented or the situation of the SAM that i might be flying over.
So let's say a missle is shot at me:
-  evasive manuvers (can i out run the missle?)  
-  Counter measures...  chaff of flares?  if they both don't work....eject!