Martial law on a national scale is unlikely, and I don't say this because the gov't is good and loves you. I say this because they are too incompetent. What you would likely see is after continuity of Gov't procedures taken place (most military officials, elites and gov't officials relocate to undisclosed underground locations), would be for control to be regained in the urban centers and places where resource procurement is controlled. Then control would be taken back by the Feds on a regional basis. The most likely scenario would be like Katrina or another major disaster (natural or manmade) and a region fall under martial law. In that case, here is my response to your question:
1) Martial Law has been issued. All weapons will be seized and must be turned over by the end of the week. FEMA is stepping in and is starting to "relocate" households to unknown or secure locations. The National Guard, Army, and The United Nations are now in YOUR area and are removing people. If you resist, lethal force is issued, and YOU will be shot on site if you refuse. What would YOU DO?
They will not take my weapons, however, if I plan on moving which would be my plan, I would issue a select few to my group and head for the hills.
2) Where would you go? If I could, I would try to get out of the range of the martial law declaration so another state where family and friends are. Or if that is not possible I would head to as thinly populated of an area as I could find. Possibly the everglades or national forrests like ocala.
3) How will you evade martial law? Stay off of the main streets. Those upholding martial law would be more concerned about maintaining order and less with rounding up people, but with that said making yourself a target of opportunity will likely result in your capture. So I would stay off all highways and interstates. If I also saw large groups of people (sheeple) moving in a defined path, I would avoid that.
4) Are you prepared? I have the supplies and skills I need to get out quickly.