I have never had anything thrown at me while on my bike, on my motorcycle it's a different story.

With the amount of gear I wear the items thrown don't usually do any damage, sometimes they are a bit messy (someone drenched me with a slurpee once while I was on the freeway) but thats all. That being said, having slurpee thrown onto my EXTREMELY expensive riding gear did not make me happy.

But like the others said there is nothing I can do. I'm not about to get into a fight with someone who can run my butt over.