You haven't give this much thought have you?
Most people don't seem to have put much thought into their choices either - not sure if thats a good thing or a bad thing tho hah.
As you'd want to be highly mobile in this kind of situation many of the swords and clubbing options people are suggesting would just tire you out from swinging them and/or carting the weight about and be awkward to carry.
Other options make a lot of noise which in many movies concerning zombies is a bad thing.