I wouldn't use a gun against zombies, I would only use a gun against hostile survivors. What's the point of using a gun on zombies when there are dwindling bullet supplies from other people with the same idea? If you don't have a means of making your own bullets, what happens when you run out?
I would prefer a nice, sturdy, fireman's axe or well made, but easily repairable, machete.
For all saying that they'd use a melee weapon and not a gun, that is a good mindset but there are still situations where a gun would save you over a knife or crossbow even. In a ZA situation weapons are your life - your protection- even how you'll find food, so have a range of weapons that, while small and easy to carry, cover all your bases.
Weapons of choice:
High Capacity (combating the horde) - AK-47, no questions. While sustained use has several cons using it sparingly only when you need to mow the mo-fo's down dozens at a time it is the best choice. Though ideally you wanna avoid confronting a horde if at all possible.
Pistol - 9mm, Handguns have one distinct advantage over long guns in that they are worn, not borne; wearing a handgun in a holster means that you never have to put it down. The 9mm rounds have the power to break the skull and enter the brain with one shot where the more popular choice, .22 , can take up to 6 rounds to accomplish the same task, holds more ammo than a .45 and has more plentiful ammo. It doesn't have near as much kick as other handguns of similar caliber. Ideal situation for a handgun of any type though is medium range with more zombies around you than you can safely dispatch with your melee weapon.
Hunting - Crossbow, as our favorite redneck has demonstrated on the show the crossbow has great versatility. You can use it to hunt safely without noise, and even use it to silently kill a zombie at a range if necessary (just make sure you have your hunting arrows and zombie killing arrows separated), you can recover and reuse or even MAKE ammo for it if you have the time and skill. Distinct disadvantages though is that it only holds one round, has a slow reload time, is more bulky to carry than a gun, and takes a bit more skill to use than the average gun as you have to account for the wind and such.
Melee - Combat Hunting Knife, while just about anything you can pick up has the capability to be used as a zombie killing weapon this is the most ideal choice. It has the dual usage of being both a weapon and a tool. Any survivalist knows a good knife and lots of rope are essentials.
Accessories - Silencers, common sense, less noise = better. Ammo Pouch, keep all your ammo in one place on your belt and within easy reach. Holsters/Shoulder Straps, You wanna keep things on you without compromising your mobility. Straps for the crossbow and AK, keep the unused one at your back and the other one cradled in your arms and don't worry about it being knocked out of your reach. And a sheath for your knife and holster for your handgun- as fun as tucking that pistol into your pants may sound that is a prime position to hurt yourself and a rather insecure one at that.
Well, considering the environment I'm usually in, you can't go wrong with a Mossberg 500 or an M1911A2, both of which I have easy access to. And if I'm at home, then there are also axes, a crowbar, a couple shovels, and other useful implements in the garage, which can be used when things get up close and personal.