A couple of online articles have discussed whether you would be conscious of being shot in the head with the general conclusion that it is unlikely because the damage happens faster than the brain can register a conscious sensation.
While this may be true in some instances it ignores that fact that there are many ways of taking a bullet to the head.
This is studied by a field called wound ballistics. […]
Firstly, if you get shot in the head, in this day and age, you have, on average, about a 50/50 chance of surviving.