Against shambling-type zombies, just get in a car. Instant weapon!
After that... Try to find a ferry, probably. If that's not an option, maybe a boat...
Provided the world is slow to react, a total country-wide quarantine is unlikely. Other than that, there are nearby army and navy bases I could go to. They have guns and boats and stuff.
Against zoom-bies, yeah, we're pretty much fucked unless we get guns. Luckily, I live in a relatively low population density area. This means the survivor to zombie ratio will probably be high enough to warrant a rescue rather than a nuking.