I’m often asked this question at various meetings when discussing legal issues with UAVs. The basic answer is no, you should never shoot down a drone. I’ve written on this topic a few times through various Extension outlets, see here. I’ve also recorded a podcast on the topic, see here. I’ve also developed a publication with Ashley Ellixson and Dr. Jon Moyle on privacy issues related to UAVs, see here.
For those visual folks, I have put together a video with the help of Edwin Remsberg and Kara Morbley discussing the topic. The video is below: