After the initial shock wears off, and you gather your wits, take a look at your surroundings. Were you hit by another car? Are you the only one involved in the accident? Are there any pedestrians involved?
Step 1: Collecting Witnesses
Step 2: Collecting Evidence & Information
Next, inspect the damage done your your vehicle and other vehicles (if applicable). Depending on your local law, certain amounts of damage do not need to be reported to the police, and can be settled without police involvement. In Toronto, where I'm from, any damage exceeding $1000 requires a police report.
At this point, whether or not you decide to settle with insurance or not, be sure to collect information. Get the drivers' names, addresses, driver's license numbers, and insurance information of all parties involved. If one of the motorists is honest and claims to be at fault, have them write down a statement on a piece of paper, and sign it. Make sure each person involved gets a copy of this.
Step 3: After the Fact
I have been involved in 3 accidents where I have not been at fault, two of them involving multiple vehicles, and by following these procedures, have always had my repairs taken care of by other insurance companies without paying my deductible, and with no negative impact on my premiums.
Usually, in a multi-vehicle accident. most of the vehicles will absorb some of the fault, but if you can keep your mind clear and document the situation properly, then you will come out on top!
Good luck, and drive safe!