Here's the thing:
Yes, guns and such, are more likely to kill you than sticks and stones.
However, a rock being lobbed at you could potentially kill you, if it hits you in the right place, and if it's heavy enough, it doesn't even need to hit you that hard. It could also do some serious damage.
Do I think we should fire back with more than likely deadly force? Nah, that's extreme. Should they expect something in return? Obviously. If you are trying to hurt someone, it's very likely that someone will try to stop you. Crazy idea: the person to throw the first rock should understand what they're doing, the situation they're putting themselves in, and the situation they're putting those in close proximity to them in.