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Manfred comments on No Anthropic Evidence - Less Wrong
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I have no idea in what sense (short of the quantum immortality speculations) the gun can be considered likely loaded. 1000 heads means unfair coin, not loaded gun. If you are 100% sure (how un-Bayesian) that the coin is fair, then the past history does not matter. In which case you should keep playing, since your probability of survival is at least 50%, better than in the case of quitting.
Basically it's the same sort of reasoning that gets you quantum suicide - "if the gun is loaded all the 'me' sees all heads, while if the gun is unloaded only a small fraction of me sees all heads, therefore if I see all heads the gun is more likely to be loaded." One simply ignores the fact that the probability of all heads is the same in both cases.