Personally, I'd rather keep my distance from anything trying to eat me, like, a very good distance. My first plan is to head to Montana where there is a lesser population, and from there, loot whatever I can to survive. Or just get a boat with a good amount of supplies and just wait out the zombies, they couldn't last long, could they?
RE: If a Zombie Apocalypse Happened, What's The First Weapon You'd Use?