Okay, well, I've got three advantages working for me right from the start:
1. I don't live in a heavily populated area. Suburbs, pretty much, but not that crowded.
2. I live within convienient driving/walking distance of a forest.
3. I own a copy of the Zombie Survival Guide.
Also, let me take this opportunity to poke holes in alot of these plans:
Unless you've got a shotgun, normal guns aren't going to help you for shit in a real zombie apocalypse. They don't feel pain or fear, and unless every single Escapist here is a crack marksman (and I'm betting you aren't, no matter how much COD you play), you aren't going to be able to hit a zombie's head in the heat of the moment. The only POSSIBLE reason to carry a gun is to scare off other humans, who might try to cause you harm, but that's really it.
Melee weapons are a much better alternative, particularly ones with reach. Chainsaws, however, suck, and should be avoided. Crowbars, shovels, and katanas (but only quality ones, not decorative ones) make excellent zombie killers.
Here's a pretty hot tip: What are zombies? Dead people. And where do alot of people GO when the shit hits the fan? Why, malls and stores to loot, of course. So those kinds of places (or really, anywhere where alot of people are going to gather) are breeding grounds for zombies, and are best avoided. Anywhere where you're not likely to run into other people (like forests) are great places to hunker down. The ultimate irony is that a cemetery is actually a GREAT place to take a breather, since NO ONE would go to a cemetery when zombies are out.
Oh, and anyone that says they're going to try sailing on a boat until it's over, you're fooling yourself. Won't work, even if you have a REALLY big boat.
The best advice you can take from this post is: Keep your head, grab something sharp or heavy, take all the canned food you can comfortably carry, and go somewhere secluded.