What type of Zombie are we talking about?
Romero = clean shot to the head.
Or the attractive 2.0 trioxide?

I'm prepared~
I've watched way to many zombie movies not to be.
Call it paranoia but I call it the next plague. :>
The only problem, I'd have would be emotional attachment.

My plan would consist of stocking up on the following:
Blades. Blades don't need reloading.
Machine guns. Good thing I live in Texas. mostly, everyone has a gun.
bombs, probably pipe bombs of some sort.
Flame thrower. either that or alcohol and some matches.
Gasoline.
Food and what not.

As for shelter, probably a cellar or an up stairs house. Climb the stairs, then destroy them!~
Ooh, and an electric fence would be a nice touch!
Maybe a warehouse, heavy doors less windows.

And if all else fails...suicide.