Piece down vs rook for bishop exchange I was recently in a situation in which my bishop was pinned with my queen behind it and my only options were 
- losing the bishop. 
- defending with the rook which would allow an exchange of my rook for his bishop.  

I know both cases are bad but, which one would be worse, or should I say less bad? It could maybe depend on the position as well but I'm looking for an "in general" kind of answer.

Thank you.
In general, it is better to be an exchange (rook vs. minor piece) down than a minor piece. If you look at the standard table for piece value, you see that being an exchange down is only 5-3 = 2 points, while being a minor piece down is 3 points.