Always have an escape plan. Don't leave it too late to use it. "Use it or loose it" as they say. If your only chance is for the weather to improve in the next few miles, you are gambling with your and your passengers' lives.
If you find yourself saying to yourself "I shouldn't be here" you are right.
But we have all been there; get yourself some quality intrument flying training (and practice whenever you can with a safety pilot) so that when you do get caught out, you will have a better chance of a safe recovery.
Remember the escape plan will often be actioned before you get airborne - there is always tomorrow.
Safe flying
PS This is solely a reply to to Lioncopter. It does not in any way infer a judgement on the subject of this thread