Okay, I think I'm gonna go the JRPG route - since I don't have too many other games - and say Xigbar and Demyx from Organization XIII. I mean, without hearts, they're practically zombies anyway...just without the whole flesh-eating tendancies. Xiggy can shoot them, Dem-Dem can clean them up.
I think the third person I would choose would be Vincent Valentine. He's badass with a gun, as long as you can stand a little brooding, you're not going to be throwing yourselves to the hordes, and he's - once again - practically the undead anyway. Just no flesh eating.
Plus, I'm sure Demyx would be able to give us a badass sitar soundtrack as we trek over hill and dale. But, fortunately, I live in Vermont. Apparently, we have a special anti-zombie kind of cold up here, so even if the Zombie Apocalypse comes, there's not really any danger.