Most of the time I just ignore it. I actually wear a pair of wireless headphones or pods almost all of the time I'm out in public
specifically so I can ignore whomever I want without them getting all triggered. They just see a woman walking really fast with headphones on and no eye contact so they assume I didn't hear them. If I'm in the city around traffic then they're usually off so I can hear what's going on around me but they've become like tiny little shields for me.
Replying with something snarky to rude catcalls hasn't really worked out for me, it just seems to encourage them even more. They're looking for a reaction/attention/validation so IMO ignoring them is like the best thing to do.
Now and then a guy will totally disarm me by saying something
truly funny or charming in a harmless and non-creepy way and I might smile and/or respond, and if they're walking/running in the same direction it may even lead to a conversation.. but that type of thing is
really rare.. like literally one in a thousand
It also totally depends on
where and
when. There's a world of difference between walking on a busy downtown street and being whistled at by a group of construction workers, and someone yelling something really crude while you're walking down some dark side street at night

The first is just an everyday part of city life, the second would have me readying my pepper spray in my hand.
For any men reading this: as a total stranger there's basically
nothing you can say to a woman on a deserted street at night that's not going to instantly have her on red alert.