Tough call. On the surface you would think getting stabbed would be "better". But maybe not...
I mean, anyone with a gun can shoot you. Its very impersonal. But for someone to want to stab you...they have to get close. They have to mean it. So if they get into stabbing range they aren't likely to stab you once and walk away. Plus there are small stab wounds and then there are nice long cuts. I saw pics of a cop attacked by a knife. I think he'd rather have been shot.