Well, being who I am I have put a rather disturbing amount of thought into the idea of surviving a "what will you do if they come for you" type scenario. Though truthfully Zombies are almost non-existant on the scope of my list of potentially viable threats. On top of that I pretty much never expect having to get off my fat A$$ and do anything extreme, because well, for the most part I live by the rules such as they are. Chances are if anyone came after me it would say very bad things about society in general no matter what reason was stated.
In general the problem with a Zombie apocolypse, is that they key element in any adversarial situation is to be pro-active and force your enemy to react to you. Once you start reacting to what the other side does, and that dictates "the game" it's inevitable your going to lose in the end. This is why I am so opposed to a lot of the US's military actions (feel that we are behaving stupid in the name of morality), and it also means that say if the cops were to come after me and assuming they didn't take me down as soon as that became apparent, as pro-police as I tend to be I'd start killing cops randomly (ie even if not looking for me, kill some beat cop/patrol officer and move on). Not because I hate the police but because it becomes "me or them" and I'd rather they invest as much of their energy as I can make them reacting to me as opposed to actually hunting for me. Very simply rule of engagement and gueriella warfare.
I point this out because the problem with a hypothetical zombie outbreak is that it's almost always shown from the perspective of a reactive approach, hence the comments on these threads. People mostly empathizing with the dudes trapped in a mall, as opposed to the sheriff who you might see on TV going "we've got a Twitcher" . These guys who are doing it right are almost always in zombie movies, going back as far as Night Of The Living Dead (they shoot the lone survivor by accident). As I pointed out in another zombie apocolypse scenario unlike the movies the numbers are going to be finite and in general killing them/clearing out areas is probably the best way to survive.
That said, in the spirit of the post... I'd lock myself in the storeroom of the closest conveinence store/supermarket/or other place with a stockpile of food and water and try and wait it out there. Where would depend on which ones I could find were unoccupied or had zombified residents because each person I effectively have to share with shortens the amount of time I can wait things out. I wouldn't kill anyone to ensure this, but I'd prefer that if I'm playing the waiting game to only have myself to worry about.
Now keep in mind this is again not my ideal, I'd probably be looting, loading up my vehicle, and then heading for a situation I think I can fortify with as much ammo as possible. Then I'd intentionally want as many zombies to swamp the place as possible so I can sit up on the roof and pick them off, because every dead zombie is one step closer to a win for humans.
In general I would NOT go blasting through hordes of Zombies if I could avoid it. If their mindless zombies setting up a kill zone is easy enough.