I've actually had dreams of taking out zombies. However in real life "if" it ever happened there's a lot to consider. For one conserving ammo is a pain in the ass and not having enough gas. I'd imagine a bunker (nuclear silo) would be the safest as well. But then how are you gonna get food and water unless there's an underground well + farm land. If you think about it though throughout civilization there has been some pretty devastating diseases; bubonic plague, Spanish flu, small pox (Westerners introducing it to the natives), swine, and Avian flus, etc.
Can you imagine. No dentist, doctor, no UFC, man that's some shiet.
Marcus Aurelius: Tell me again, Maximus, why are we here?
Maximus: For the glory of the Empire, sire.
Baked, not fried... the healthy choice.