If you're alone and/or feeling potentially unsafe, you did the right thing no question. Prevent the situation from escalating, get away, leave him to his daily routine of making people feel uncomfortable.

If you have a greater audience and you're in a safer setting, you could consider calling him out. Make eye contact, flip him off, make him know he is not being appreciated. That could be a learning moment, but it could also be the moment when he starts giving you extra attention as you have acknowledged his existence and/or hurt his ego. So it could go both ways and should never be attempted without bystanders.

In a setting where you're in a mixed gender group, make a male friend aware of the situation and ask them if they could go tell the creep that they're making you uncomfortable. Men are sadly more likely to believe that their behaviour is creepy when it's coming from other men, in my experience.

Raising awareness of the issue in general is good, and judging by the comment section here so far there's not all that much of it around. So that's also something. I think this is really a question that should go out to men more than to women - what should we do when we observe men making women feel uncomfortable? How can we react in a constructive manner?