Fairly soon after passing my PPL (still under 50 hours TT at that point), I had just taken off from Leeds to fly to Blackpool with a friend. Climbing out towards Keighley the engine coughed 3 or 4 times, then started to run smoothly again. Not a tough decision really; runway 5 miles behind me, or Pennine hills 5 miles in front...
I called a Pan, turned round and held my 1500ft until a mile from the threshold to avoid the vortex from the 737 that was still vacating the runway. The engine ran smoothly all the way back... ATC going 10 to the dozen, fire engines charging about....
The point is that it's quite alright and normal to feel stupid when you're firmly on the ground, perhaps even melodramatic and maybe even a timewaster. I would have felt a hell of a lot more stupid (and probably quite a lot more dead) if I'd carried on over some pretty nasty terrain and things had gone pear shaped.
As it happened my cautious anality was vinidicated; although the aircraft had already flown 3 hours that day, and my fuel drain had revealed nothing untoward, there was water in the fuel system from it being sat outside in the rain at another aerodrome for the previous 3 days after a mag problem.
If in doubt, land and get out.