if playing tons and tons of Last Night on Earth and the Resident Evil series has taught me anything, it would be this....
1 - most zombies don't like learning to climb things. if you have one of those neat pull-down ladders to an attic or something, there's your hiding place. hope you have a lot of supplies stocked up!
2 - if there's one zombie shambling around, there's always more right behind it. get the hell out of there if you see one and find a non-windowed room with no crappy wood doors to hide in.
3 - own a vehicle that's good at driving wherever it wants and keep it fueled to the max at all times. having good gas mileage is always a plus!
4 - if you own ranged weapons, you should own lots of ammo. if you're stuck with household items, a nice solid, long object is your best defense. or maybe some large rocks or something :/
5 - if you live in some backwoods town with a population you can count with a few peoples' fingers and toes, RUN. once your plight makes news, your town is going to go up in flames as a way to "solve" the problem.
now, having said all that...I drive a half-crappy 20-year-old car, own no guns, don't even have a baseball bat, and live in the dead center of ohio. I won't be getting blown up, but I'll have a hell of a fight trying to run for another state and defending myself!