It depends. Sometimes I ignore but sometimes I can't let go a perfect opportunity to pass by. I've to make a comment - but without being rude.
I hardly do that in personal life but do that more at work during meetings because its just so much fun.

because the trick is, usually these type of people are kinda stupid so if you know they're wrong.... simply bring better points and let everyone else notice................ and then see the person's face and enjoy