What do you do when you get caught in the rain without an umbrella?

I usually have an umbrella just in case it rains, but I notice that a lot of people don’t have an umbrella for when it rains. I sometimes offer my umbrella to someone else, but there tends to be a lot of people without them.
How do you cope with the rain?
Do you just go for it?
Do you use a bookbag or newspaper to cover your head?
Do you wait for it to slow down or stop?

Personally, I love the rain and would just walk through it if I didn’t run the risk of getting sick or messing up my clothes before a class or something. Thanks for the input.