Thanks for the advice. It's very helpful. :DIt depends on the situation...
Best choice often is to ignore it in general.
If Directed at You and:
---If you're with a group of friends and having a conversation act like you didn't hear it until you or they have passed by. If its not in passing and was intended to interrupt you and has interrupted you and others heard look at them questioningly as if you were thinking "Why did you interrupt us?" but not in an aggressive way, then get back to the conversation as if the content of what he/she said was of no consequence, change the subject if you can, but not if you don't have to, it may unsettle your group somewhat if it seems you are changing the topic after such an interruption.
If your alone and so is He/She stare them down for a moment, then disengage and walk away, unless the person is prone to violence or seems violent and you are equal to or lower in stature than he/she in that case do the same as below.
If they're in a group and you are alone and it is passing walk by, if they approach you shake your head slightly then look away and think of something else... I usually think of the current mysteries in Naruto or One Piece.