It might as well be in the tavern or something. It's pretty much saying "If aliens invaded Earth what would you do?" except adding an existing name for the aliens.
Anyways, I would hide, try to avoid the Reapers for as long as possible.
I would obviously join the fight, probably last longer than getting trapped while hiding. I would not want to fight in any of the major cities though. I'd rather be in the middle of nowhere with a whole unit of soldiers.