Yeah, it's a pain when they won't just let you kill them and take their stuff.
But look at it this way: it was worse in earlier editions, where you got xp for the kill and nothing else. At least in 3rd Edition, you're still the winner regardless of whether your opponent died at the end of your sword or ran away to fight you again another day. A fleeing bad guy is the same as a dead one when it comes to the xp award. And if they do come back, well, lucky you--you get to earn the experience for beating them up
again! Why, it's almost an incentive to give 'em a head start when they start running away!
Seriously, though, I'm generally okay with enemies who run away rather than fighting to the death. For a lot of them, it makes sense. Sometimes it introduces interesting moral questions, as a party dithers about whether they should hunt down the survivors or just let them go. It can make for some interesting recurring villains. It even makes the ones who stick until the bloody end a little more impressive (particularly when they start launching grandiose, "I'm going to take at least ONE of you bastards with me" final attacks).
The most I'd say is that it shouldn't happen in
every fight, and the escape route shouldn't be cheesy. If a 15th-level wizard
greater teleports to safety before dying, that's fine; if a 3rd-level fighter does it, I'd call foul. If one henchman has a potion of
gaseous form and a convenient chimney to escape through, great; if they ALL have potions and a handy crevice right there, that's lame. Some of the worst games I've been in had GMs who so loved to have the bad guys escape that they would constantly pull thoroughly unlikely and utterly frustrating escape methods out of their butts rather than let any of their precious villains die, and I don't think I'd put up with it these days.
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plot immunity should end the moment they start the big fight, you know?
ryan