The only way to survive the infestation is to stay alive. In order to do this, you will need to make some necessary preparations.
1, Find somewhere defensible to become your shelter.
Zombies have been known to climb stairs and ladders, as well as have super-human strength. They don't worry about little considerations like losing limbs or other body parts along the way. They either feel no pain or else don't react to it.
Therefore you will want somewhere with reinforced doors and another exit. You don't want to be trapped in there. Perhaps a high place with a helicopter parked on top would be ideal.
2, Store enough provisions to keep yourself and your loved ones alive.
Nipping to the supermarket or hardware store is going to be nigh on impossible. Even relying on sustenance from the land is dodgy.
A zombie traipsing through a stream or river will leave their infection within it. For this reason, it's better not to trust the water in your taps. You don't know what's been in the reservoir or water treatment plant.
Tinned food (and a can-opener); bottled water; long-life milk (especially if there are Britons around, as we'll need it for a nice cup of tea. No Briton can fight zombies without a nice cup of tea waiting); bedding; blankets; spare clothes; toiletries; batteries; matches (preferably waterproof); wind-up or solar powered radio (the power will be down, but there might still be people trying to broadcast information); First Aid kit; and medication should all be stored there.
If, like my friend Sareyva, you have created a playlist for the Zombie Apocalypse, remember to pack something to play it on. Otherwise, you will be fighting for your life in silence.
3, Arm Yourself and Practice Fighting for your Life.
The books above or the Wizzley article below will give you all the necessary information on self-defense against zombies.
You should seriously consider your own personal circumstances though. For example, it's all well and good learning techniques to save yourself, but what if you happen to be carrying a baby at the time? Roger Ma's book does include a section on that.
Also think long and hard about your pets. Imagine a scenario where you left your goldfish in the tank, while you fled your shelter to escape entrapment. Then you return, all looks safe and well, until you come to feed the fish.
It only takes the tiniest nip to your fingers from a zombie goldfish before you are one of the living dead too. Be warned!