One of the most effective things for any potential combat, and certainly one of the most under-rated:
(see attachment in previous post)
Pretty effective against serial killers wearing a mask... but against Zombies? Depends on the "Zombie universe" you're in.
Slow walkers? No need to run. Just walk away and avoid them (as seen in "Night of the Walking Dead")
Fast Runners? Running away won't help. They'll never get tired.
I guess the best way to deal with a Zombie outbreak is hiding in a bomb shelter for some months, until the walking corpses decay. A gun with plenty of ammo is also a good idea, but don't forget a silencer. Zombies are usually attracted to noise. So shoot one zombie, and fifty others will hear you. A cordless nail gun could be a good idea. ;-)