In many stories (fantasy, action, thriller, sci-fi, etc.) there is bound to be some character that is shot, stabbed, or harmed in some way. It’s inevitable. Not only does it increase tension, but it can add important character development to a scene.
However, let me just point out one annoying stereotype to these scenes. That is, that they keep going through the pain. Whether they are fighting someone, running away, or trying to reach somewhere, books have a funny knack of putting characters through hell and expecting them to get up and continue on.
If you’ve ever listened to an interview about a soldier who was shot in battle or someone who has been stabbed, you will know your brain and body is in so much pain there is no way you could just walk it off. As an author, realism is very important to me. So one of the things that bothers me about these types of scenes is that authors throw out said realism just to make their hero (or villain) seem cooler.
So, if you want to make your character ridiculously tolerant to pain, that’s fine, but give him/her a reason (like superpowers, magic, or alien abilities). As an average human, they would not just walk off a gunshot wound.
Just a thought.