Pink and I have been stalked by a guy at the church we were attending - he showed up at our work, he showed up at a pool hall I was at with some friends ( which means he was looking for our car, which was a distinctive blue VW, but it's not like our city is small ), he called our house. When he showed up at our house, it was the final straw and I went outside and threatened to tear him up. Fortunately my rage made him back up and get back in his car, but it was not a good idea for me to have confronted him alone. Had I not been blisteringly angry, I should have thought the better of it.
I've also had a guy follow Pink and me while we were walking with a friend - I knew the guy was trouble because I noticed him immediately and his presence felt menacing. The I caught him following behind us, so I turned around and made a scene, yelling at him and telling him that I was on to him, and that if I caught him behind us again, I would call the police. I thought that was the end of him - we finished our walk, and Pink and I went back to our car and drove to visit a friend. Well, when I pulled into the parking lot, a car parks right in front of us, and it was the same guy. It was definitely an attempt at intimidation. It made me so angry I went started yelling at him through our windshield, grabbed a wrench out of the floorboard and started to get out of the car. But fortunately, Pink prevented me. It would have been extremely foolish to confront him. But I've had strangers do so many creepy things, I tend to get irate.
Bottom line - if someone is making you feel uncomfortable, trust you instincts and protect yourself, no matter how foolish or overboard it may seem to you - go find help if someone is scaring you, no matter how silly you feel, because your instincts are almost always right. And don't be afraid to make a scene either.