for up close hand to hand combat your gonna want either a heavy blunt object like a sledge hammer or crow bar, not only can you do serious damage to a zombies brain with those tools but they cant also be used for many other uses like breaking glass or opening locked or jammed doors. if you want something a little more light weight a katana will do the job just fine.
for a last resort close range weapon a 12 gauge shot gun with buck shot is a really good choice. the reason i say last resort is because once you take a shot the noise is going to attract all other zombies that are in hearing distance. if you are good with a bow that would be a better choice.
for long range combat any semi auto rifle that is at hand will do just fine.
hope that helps :)

