A pretty common reaction but against advice in Japan. Most people are killed and injured by objects falling off buildings as they exit. All the Japanese engineers I was working with ran to the door but stayed just inside. They claimed that the door frame was the strongest part of the building and so likely to survive a collapse in a worst case scenario. They also said it is where rescuers would start searching. Nobody bothered to say anything to me and the five other UK engineers I was with as they ran out so we just stood in the chamber looking round in awe and wondering what was happening.
Ahh yes, the reason for the Japanese advise is that many live in cities with high rise blocks and falling glass or other objects falling from a height is a killer. It's different in less built up areas, and especially in the countryside - I reckon you are safer outside then... just keep away from electricity poles and wires.
I also read (only quite recently) that the door frame of a house is not the best place to be either http://knowledgenuts.com/2013/12/18/a-d ... arthquake/