If we're talking "Rage" infected hordes of angry, fast, cannibalistic folk, then I'm exercising my will to live by the "If you can't beat 'em, join 'em" mentality. I've read through the play Rhinoceros by Eugene Ionesco, and the main character misses his chance to join the rest of the village as a Rhino (it's an Absurdist play, not meant to make literal sense) and spends the last moments of the play whinging about his loneliness. I'm too social to be the sole survivor, and while fat kids are harder to kidnap, fat adults can't run for their lives, and why slowly meander away when I can slowly meander towards 'em and live on as a psychotic??
On the other hand, if we're talking classic re-animated corpse, stupid loner zombies, I have a shovel, a handy unbreakable and remarkably well-weighted-yet-hefty torch, and I'm happy to bash my way through those morons to fetch supplies and meander off to a "safe" house while I plot how best to clear the place of people who don't understand the meaning of "die".
Besides, I don't have access to any guns to handily commit suicide, and why should I, when it turns out that Death isn't quite as final as it used to be? What if even after committing suicide whatever it is still reanimates you? Waste of perfectly good bullets someone COULD have used on you after you turned, if you ask me.