It's a let-down
Punctures are a nuisance. However, there are ways to lessen the grief.
First, always carry a spare inner tube, repair kit and pump. Murphy's law states:- "the probability of an event is directly proportional to the aggravation caused". Therefore, be prepared and its less likely to happen.
There is more you can do in the fight against deflation. Are your tyres tired and worn out? Is there any tread left? The main function of tread is to put some distance between the inner tube and the glass on the road. This is the one advantage of mountain bike tyres, but at the cost of weight and rolling resistance.
Kevlar reinforced tyres are another solution. Kevlar is a manmade fibre used in flak jackets (as modeled by Kate Aidie) and is ten times stronger than steel but very light. However, if you use these, on NO ACCOUNT boast how good they are when out on a ride, or a puncture will follow within seconds.
Another approach is to fit strips of plastic between the inner tube and the tyre. I tried a pair and was distinctly unimpressed - they actually caused punctures where the ends rubbed the tube. Another candidate for the Chocolate Teapot Award.
Will and Andrew tried out some new solid tyres. They can guarantee you wont get any punctures, but you won't ride your bike much either - its like pedaling a steamroller!
Whatever tyres you use, its a good idea to periodically check for embedded glass and flints, and flick these out with a small screwdriver before they worm their way into the tube. Be careful not to push them in or PSSSSSST.
Funnily enough, you get fewer punctures if the tyres are inflated properly because you are less likely to pinch the tube against the rim when you hit a pothole.