First, I'd probably just try to barricade my apartment, which is on the second level and has easily destroyed stairways. After we had stockpiled supplies, and gotten the group(Me, my dad, and our neighbors) all straightened out, I'd look at heading towards Lake Michigan. There's plenty of piers which would be pretty easy to block of and defend, man-made islands to live on, a lighthouse(Which I'd imagine to be a relatively easy to defend structure), and the lake itself could provide a source of food and fresh water(If the immediate area isn't polluted by any rotting zombies that might be in the water). There might even be some abandoned boats, so we could try sailing North, along the coast.