Refuge for the Righteous

Would you rather scenario: Would you rather take refuge in something other than God, but be provided an immediate sense of security and safety OR would you rather take refuge in the one true living God, but have to do while standing in the face of danger and fear?
David went through much present danger while writing much of the Psalm.
Do we flee to the mountains and never come back OR do we come back and be a witness for Christ to others?