Each of them have benefits.
The Scout is incredibly fast and armed with good weapons for a zombie apocolypse, the force o nature and pistol, and the bat.
The Soldier can mow down tons of zombies with his rocket launcher trenching tool and shotgun.
Heavy Weapons guy, good as long as he doesn't run out of ammo. But don't forget he has an unlimited supply of sandviches, making him useful for food.
Sniper follows the Zombie Survival Guide to a T- long range high powered weapon, backup accurate short range reapon, badass knife for CQC.
Engineer is the most logical for survival.
Medic is useful for preventing infection and zombification.
Demoman is useful for taking out large numbers of zombies and setting traps.
Spy can cloak and has that high powered revolver, good for recon especially if he can get a DAMN SILENCER.
Finally, the Pyro has good crowd control and has that full body suit so the zombies can't bite him. I went with Pyro.
Frankly they're all good and SOMEONE NEEDS TO COMBINE TF2 AND L4D NAUGH DAMNIT!