Easier to deal with? The lone Zombie. Either a) lock the door, or b) put his ass down (Remember to Double-Tap!). And remember kids, the Millennium Zombie is prone to sprinting like a Kenyan when offered a new pair of sandals, so don't try and out run him. The New Model of Zombie is tricky, capable of jumping fences, climbing, distinguishing different targets, and opening unlocked doors and windows.
For Captain Stabby? Go quickly to the kitchen, set out some food and drink, and as soon as he ominously shows up in your doorway, offer him some, prepare his meal, offer him your comfortable recliner and the remote control, and keep him confused with niceness and pleasantries until he's so confused that he leaves on his own.