I was staying at a hotel last year when the fire alarm went off at around 3 AM. I had a meeting early the next morning, so I didn't appreciate the sleep disruption. I ran down 14 floors and went outside in the snow. There were only about 20-30 people outside, which means that most of the guests ignored the fire alarm. It turned out to be a false alarm. I always evacuate when I hear the fire alarm. Don't you remember how seriously you took fire drills in school? Of course, evacuating meant that you got out of class. But it is extremely important to evacuate any building when you hear the fire alarm.
A few months ago, I was at 30th street station in Philly waiting for a train. The fire alarm started ringing. It was quite a sight to see that everyone was oblivious to the alarm, no one evacuated, and people were in fact covering their ears because of the fire alarm. I went outside, then went back in 10 minutes later and the alarm was still ringing. The place would have been burning if there was a real fire, so I figured it was a false alarm. It turns out that there was smoke coming from a restaurant.