If it was a place I didn't need to visit, I'd avoid it for awhile.
If it was a place I couldn't avoid, I'd vary my routine, my route, and my vehicle if possible. I might arrive from a different way, at different times than normal if possible, and maybe even use a different entrance/exit if I could. And I'd be extra wary while I was there and after I left, checking to see if I was followed.
It's easy to track someone who doesn't vary his routine. It's easy to follow someone home if he isn't paying attention to who is behind him.