To answer this properly we've got to consider demographics (geekiest answer to the zombie question ever). You've got to admit a majority of the people on this forum must be from an American town near a mall, with police and guns. Come on, people, take the time to think why zombie horror is based around shopping malls, hospitals and police stations. Popular symbols and sanctuaries of hope and protection will be the people's, then the panicked, then the infected panicked.
Anyway, going from the discussion let's assume I'll be alone and only really have less than several hours until the problems at my door. Since I live in Britain, and in a town that suffers gun crime it seems once maybe twice a year, I'd lock and cover all windows and doors; get all food, medical supplies, gas stove, candles, toilet paper, soap, laptop and broadband upstairs; pack bug-out-bag of water, crowbar, wallet, keys, compass, wet wipes; begin running a slow, cold bath; leave a hammer and ladder by the front door; leave house and lock behind me and cycle to Halfords (UK bike shop). It could take me less than three minutes to cycle there and get dozens of puncture repair kits and a good trailer for my bike.
Behind Halfords in my town is Sainsburys (UK supermarket). That's unfortunately where I'll have to get last minute supplies among a third of my town who'll be panicing and getting everything they think they'll need. The other two thirds will be in the new, bigger Tescos in the center of town next to the police station so they'll be the ones more in danger of the law's force when no doubt individuals, then crowds, turn nasty.
Get as many non-perishable and sensible pharmaceutical supplies, plus lots of bottled water, as I could then fit on my bike. Behind Sainsburys (i.e. next to Halfords) is a Focus (UK DIY store)...I'll make the most out of it. Get 2 large axes, screws, rawlplugs, more gas, an extra crowbar, bleach and a metal bucket and sod off home. Once in, dump it all upstairs (including bike), double check everything downstairs, destroy furniture for use as barricades and screw it all down, axe my wooden stairs to shit and stay upstairs until the screams stop.
Then calculate my next move.