I'm stumped as to how a Jedi could survive this order, especially if they had been gravely wounded (see my linked question on rpg.se.) Is this plausible? Or would casualties have just been left? I know Obi-wan, and Yoda went into exile; what other ways exist?
Here are a few ideas that I listed in campaign design in the past:
Out of reach. (Canon: Obi-Wan.) The Emperor expanded power gradually. A Jedi in Hutt space, out near the rim, or in other backwater locations might be out of Imperial jurisdiction or interest.
Out of sight. (Canon: Yoda, Shaak Ti for a while.) Hide on a world nobody cares about or visits. (Yoda needed a major dark side site to get away with it, but then Yoda was massively powerful and the emperor was personally looking for him. Most Jedi should have had an easier time.)
Hide in plain sight. (Canon: Horn/Halloran family, sort of.) A Jedi with talent for Force Stealth - and whose identity was unknown to Anakin - might hide in a cover identity.
The Empire didn't know she existed. Plausible only for a younger student, recruited after the Academy fell.
(Used in my first SW campaign. The Jedi was a beginning student whose master had been killed. Finding out how to build a lightsaber and complete her training with no other Jedi to learn from was a major theme. After she'd 'graduated' her Jedi trials - without realizing she had! - the Empire started sending Inquisitors after her...)
Defector. (Canon: Mara Jade, sort of.) Trained as an inquisitor or Emperor's Hand, then has some reason to change sides. (Used to great effect introducing a new character in my SW campaign.)
Keep moving. (It's a big galaxy and a small army. A Jedi on the run working with, say, smugglers might never be in one system long enough to track down. The Empire doesn't have enough troops to cover everything, or the Rebellion would never have been possible.)
Left for dead - the Empire thinks they already got the job done. (Bear Jedi hibernation and healing techniques in mind, plus mind tricks. Wouldn't fool Vader, but could easily fool clone troopers executing the initial order.) As long as you don't approach Coruscant or get seen acting like a Jedi!
For further reading, a great list of survivors can be found (thanks to DVK for the links):
Wookieepedia Great Jedi Purge article - Initial Actions section (and the rest of the article)
Kota survived because he didn't trust clone troopers and insisted on non-clone support troops (who presumably refused Order 66).
Jedi Masters Roan Shryne and Bol Chatak, along with Padawan Olee Starstone, were spared by Clone Commando Climber when he disobeyed Order 66. Details are in the novel Dark Lord: The Rise of Darth Vader.