Stupidity: Vincent's choice to cut the power to the building that Annie is in does nothing but waste enough time for Max to save Annie. It would have been easier just to go up to kill her and he probably would have gotten away from the police if he did so.
Suggested correction: It also slows Annie and Max down by forcing them to walk in the dark, and also, at this point, Vincent is really torn up from the crash, and the mere sight of him is going to make Annie very suspicious or even afraid, unless the power out (which for all she knows is just from the building) gives him a plausible reason for being so mauled.
Stupidity: When Max is in the federal building and shoots Vincent, he and Annie get into the elevator and go to the first floor. Knowing that Vincent would take the stairs down to the first floor, why didn't Max and Annie stop on the 12th floor, or any floor, get out, and call the police from there. It would have taken Vincent quite a while to figure out what floor they were on, and they could've kept moving from floor to floor and Vincent would've never found them.
Suggested correction: Considering they had a head start to the elevator, I would have done the exact same thing instead of risk staying in the building with an experienced hitman. Going floor-to-floor as you suggest while being hunted by a killer is a bad idea. Let's not forget Vincent also killed the phone lines. Maybe only the phone lines to her office? Who knows. But would you want to get out on the 8th floor to see if the phone will work on that floor, and then wait for the police? Plus in situations like these, you're not thinking like that. Your instinct is telling you to GET OUT. Getting outside in public is a much better idea than playing cat-and-mouse with Vincent in the building.