I like how most of us are under the assumption that we are the only ones who will immediately try to procure a firearm and a safe place to hide... The fact of the matter is, everyone will be doing that, and many will likely do so before you.
However, I have a few zombie plans.
Zombie plan 1 and 2
I would travel to a city in my area and look in the following three places:
1. Walmart: I would not be looking for food, rather, I would be looking for whatever is left. it doesn't matter what it is at this point.
2. The Mall (plan 1): it would be one of the two possible locations for me to lay low at, along with my "squadron". It has places where we can sleep, easily barricaded facilities, and few people would think to loot the food court if a zombie apocalypse took place (or so my friends and I have surmised). If it has a lot of people in it, I will refuse it in favor of:
3. Cabela's: this place would be a great one to stave off the hordes of zombies. Not so much because of the guns and whatnot, but because of the setup. The cabela's that I would go to has two floors and a large mountain in the center. During the day, the second floor would allow me to have manueverability as well as the fact that there is only one entrance to said place. Should it be blocked off, the second floor is completely zombieproof and I would reach the second floor by climbing on the outside of the escalator. During the night, I would sleep on top of the mountain, which has a rather nice-sized plateau high above zombie range.
Cabela's is also a great place to be because it is a hunting/camping supply store. It will have several items that would be useful for staying in one place or traveling, should something go wrong.