I think part of the problem here is that readers/viewers/audience members seem to have an unspoken "understanding" that everyone involved in the story is always smart or level-headed enough to do the "smart thing" to resolve the plot quickly. Of course, there's always the fact that YOUR idea of "the smart thing" to do would be even worse than whatever it is the characters end up doing, which means maybe they're not being idiots after all.
For example, someone noted how in Scooby-Doo, the protagonists never bother to stop and thwack the monster of the week with a crowbar. The implication is clear: It's just some old guy in a mask and the gang should really stop being scared of everything by now. I'm fine with that. However, the trooper's specific solution involves thwacking the monster with a crowbar, and I have two problems with this specific approach. Problem the first: A well-aimed crowbar attack will likely KILL whoever's in the costume. The Scooby gang becomes a roving pack of murderers by thwacking every idiot in a costume they see. Wouldn't fly as a kid's show, and realistically, ending up in jail for manslaughter ISN'T a smarter idea than running away. Problem the second: On the off chance it really IS a monster or a ghost? You've just pissed it off -and- made yourself vulnerable. (Or maybe it IS an old guy in a costume, but the costume provides enough padding to deflect a crowbar swing, and now, realizing that this kid is trying to KILL him, might just up the ante and try to kill the kid first instead of just scaring him off)
Sounds to me like running away to collect your head, gather clues and plan a trap is a far smarter thing than accidental manslaughter or pissing off a legit monster.
There's also another factor to this I have issue with. Watching/reading fiction is a lot like watching a sport. Like in American football (or any spectator sport), you usually have a three-quarters, birdseye view of the field. And a lot of times, you're like "Go left, go LEFT, the coast is clear you can break away- aw crap" and the guy gets tackled. HE doesn't HAVE that 3/4 view, all he saw was guys running at him from all directions. The same thing in fiction: YOU're just lounging back, watching TV or reading a book. YOU'RE not the one being chased by monsters or who's just lost a loved one, you can come up with ways to solve the problem. The characters? They're too busy panicking and dealing with grief or both and can't always be expected to do the rational thing (whatever that "rational thing" is in your mind, see above)