Slow zombie: a semi-automatic weapon, such as a 9mm or mp5, go for the head and just worry about ammo. I would prefer the mp5.
Fast zombies: automatic rifle with bayonet and grenade launcher attached.
Zombies with animal infectees or transformation zombies: Magnum revolver, customized to hold double the bullets it originally could.
Also, would I still be able to use my hands, or does that qualify as a weapon? If not, expect a lot of fast zombies to be getting a major beatdown. "Snarl" *zombie dashes*. *I stick out arm as he runs by, clothslining the speedy bastard*.