Liara T'Soni (Mass Effect), Garrus Vakarian (also Mass Effect), and an Engineer (Halo 3: ODST).
Liara has, in the first game of the series, an ability that if used properly can be hilariously overpowered; her Biotic Lift can basically cause all the enemies on-screen (and the several-ton pieces of machinery they were taking cover behind) into the air. In other words, she can instantly incapacitate every zombie that gets anywhere close to us. She's also not human, which probably means zombie-immunity.
Garrus is the Chuck Norris of Mass Effect, the ridiculously awesome sniper that I took everywhere with me in both games. He once stole a kill from one of my friends; specifically, Garrus killed the second game's final boss. Oh, plus he's a turian so that means zombie-immunity, he's a competent squad leader, pre-ME2 activities suggest proficiency for training inexperienced Average Joes into a deadly freelance squad...yeah.
And a Halo Engineer because the little guys would be immune to zombies - they're floating, after all - and could provide me with a nice little energy shield to stop any stray zombie bites.