What Do You Do After Sin?

When you sin, and you know you are sinning, yet continue to do so, what is the correct proceeding for getting back with God? Do you run immediately to Him? I want to say yes, but I would feel like a super hypocrite. It would be like getting drunk and then driving to an AA meeting. Or do you wait until the memory of the sin has dissipated a bit, so you can concentrate on God and not what you have done wrong?