This is a topic near and dear to my heart. Zombies have gained in popular culture in the last decade in film, video games, and television. I have always had an affinity for them, and will continue to until they make a shitty teen romance movie starring one.
But for the sake of each reader and their families and friends, it is vital that you have a plan for the zombie outbreak. Do not panic however, as there are some perks to the sudden apocalypse. First, unless you are military or police, you have no job. No bills, no responsibilities to anyone other than yourself, and no laws or government to tell you not to go next door and beat your neighbor to death for always parking in front of your driveway. Keep your money handy only to barter with those too dumb to realize it is worthless. The only important currency now is ammunition, gas, water and food. On the downside, you will be living a paranoid existence that will likely culminate in you being eaten alive, maybe even by people you know and love! An even trade in my book.
First you must have a pre-established stock of weapons. Hopefully you live in a state with conservative gun laws, as that will make this considerably easier. I suggest two handguns, two rifles, and a shotgun. Optimally, I would select a .45 automatic for primary use, a .357 Magnum for reliability and penetration, a .22 rifle for capacity (you can carry thousands of rounds), an AK47 for frantic situations, and a pump action 12 gauge at your side to help you sleep at night. For tools you must also include a length of chain with a padlock (both for security and as a flail), a crowbar and a machete. Keep as many bic lighters and pens as you can. They will be worth their weight in gold.
Consider gathering iodine tablets for water purification on the fly, and a full mess kit with sterno fuel. After that it is all standard camping fare for flashlights, tents, sleeping bags, etc. Gather non-perishable foods and fishing poles to supplement your nutrition.
Now consider where you will head for cover. If you are in a suburban area remember this: he who controls the Walmart is king, but expect fierce competition. If you are in an urban area consider the sewers and subways. They are already built with keeping people out in mind, and there will not likely be a large population of zombies down there. If you are in England, consider the fortress that is the Winchester. I happen to be near an alpine area, and the frigid cold in the high country would make defense much easier, and in a cold environment you have ready-made refrigeration for food supplies. Best to think of this now, instead of when you are trying to climb a wall of corpses to escape from your apartment complex.
For those interested in further exploring your survival options I suggest reading World War Z: An Oral History of the Zombie War or The Zombie Survival Guide: Complete Protection from the Living Dead both by Max Brooks. Consider yourself warned.