I haven't, but I've been "shot near".
The best description I can give is, that it was surreal helplessness.
About 12 years ago, I went to visit my good friend in the big city of Dallas, TX. This was way before I had any kind of self defense training, or knew about situational awareness, and to be honest, I didn't even care for handguns back then.
We went out messing around, eventually ending up at Dave and Busters. I drop him off at his place, and the first stop light I come to is where it all went down.
I'm in the left lane of a 6 lane road, stopped. There's cars all around me, but I am the first car in my lane.
A white Mustang rolls up coming from my left. There are cars in front of him, and he just starts ramming them and burning rubber pushing them out of the way.
While this is going on a panel truck comes up behind the Mustang.
A guy gets out of the truck just as as the last car gets out of the Mustang's way. The Mustang takes off through the intersection.
Well, the guy is in the intersection now and starts shooting at the fleeing Mustang.
Now, at no time did he point the weapon at anyone else (besides the Mustang), but if he had, there was nothing I could do about it. I couldn't go forward because of a car in my way that had been pushed there by the Mustang. Even if I could, I would still be vulnerable for a good while.
I won't say this was a life changing experience, because for the most part I just shrugged it off, but I do replay it my head sometimes and think about what could have happened.
Sometimes when I might be tempted to not carry, I remind myself that you never know what is going to happen.

I'd say it was life changing. Maybe not some grand thing, but it certainly influences how you think now, e.g. when you're tempted to not carry, you carry. So it did change your life. Maybe in a small way, but who knows... maybe that small change now becomes some big life changing event later on.