In Real Life, while being shot in the head is seldom a good thing, the actual effects may vary significantly from the usual Instant Death Bullet depiction; the brain doesn't take up the entire head, after all, and bullets with poor velocity can fail to penetrate or deflect off the skull (indeed, the skull is there largely to protect the brain from injury). Everyone who watches the news for a while has seen some story about someone surviving a wound to the head with a ridiculously large object, be it a masonry nail, tool blade, or even a scaffolding pole.
In fact, even if the brain is hit resulting in unconsciousness, permanent personality change, or a Fate Worse than Death, it might also not be fatal; in fact, sometimes people even carry on fighting with such wounds (see also Leon Trotsky, who put up a fight even after taking an ice pick to the skull). Powerful large-calibre rounds shot at point-blank to liquefy the brain are needed for painless suicide, and real-life snipers doing a boom-headshot use a powerful rifle and high-velocity rounds to blow the head up Kennedy assassination-style; if the sniper does not want to be messy, he/she has to aim at a specific part of the head if (s)he is trying for a quick takedown; this is the medulla oblongata in the brainstem at the base of the brain, known as the "sweet spot" or "apricot", and it controls vital involuntary functions, most prominently breathing and heartbeat. Other military and police would only normally try for a headshot if there was some pressing reason they couldn't aim for the centre of mass (probability of an explosive vest detonating, preceding shot failed to put the target down, etc.; in the latter case, a shooter is still more likely to aim for the target's legs, as per Ned Kelly).