That depends entirely on the penetration point of the bullet, the velocity of the bullet, and where the bullet is lodged. Also, there's a factor on blood loss as well and possible indirect brain damage. The type of gun used will also play a roll. There is no way in hell you're surviving a hit to the head from a colt 45 ACP. No damn way. u will most likely die, but people have survived in rare cases.
Now, some people have survived shots to the head, in this case i can image it's extremely painful and you'd wish u had just died. You're bleeding from your head ALOT, u can feel the bullet in you. Now, to survive a shot to the head, u would have to be incredibly lucky and have the bullet miss hitting your brain of any important part in your skull.