Grab my KA-BAR, so I can hack off zombie wrists if they try to grab me or at least their fingers.
Make noisemakers/flasher things. If possible attach them to molotov cocktails. They will draw attention just long enough to set multiple zombies on fire and provide a very nice dual-use of killing zombies and distracting even more zombies.
Head downtown in car as fast as possible. If things get hairy, abandon car and run. Reach gun store. Hopefully survivors will be there. If not, scavenge for guns and ammo. Something big, preferrably semiauto, firing .308 remington should be primary. Attempt to gain smaller weapon, perhaps a handgun, for emergencies. Again, bigger is better. .45 or .44 if possible.
If zombies are the typical undead type, grab a shotgun instead. Preferrably semiauto. Pellets blast through rotting flesh easy.
Next, locate other survivors in the vicinity. If none can be found, skip to the next step. If they are found, take them back to the gun store (which I would barricade if possible) and arm them using whatever we can find.
Next, locate clean, uncontaminated sources of food and water. Bottled water in the backroom of convenience stores is most likely safe. Food would be more problematic but hopefully not become an issue right away. Go for frozen food that looks untouched and has been kept in a sealed freezer presumably before the outbreak.
Locate the nearest police station or military base. Go there. If military/police are still alive, get help from them. If military/police are not alive, scavenge body armor, weapons and riot gear. Grab flashbangs. Experiment with CS gas on zombies - if it has any appreciable affect grab some CS, pepper spray and tear gas too. If it's the military, acquire as many frag grenades and heavy man-portable weapons as possible.
Attempt to find a large vehicle, such as perhaps an APC, that is mostly immune to zombie attack. Store fuel inside. Get survivors inside. Drive outside of city limits and somewhere deserted. Attempt to find aid. If no aid is found, scavenge for food and water. Keep moving until gasoline runs out, then abandon vehicle or attempt to siphon more from abandoned cars. Attempt to determine how far the outbreak has spread. Head in the direction of what is thought to be the safest area.
Travel by day, and hole up somewhere safe at night and post lookouts. If supplies start to dwindle, establish a semi-permanent base. Fortify a farmhouse, barn, or something like that. Place whatever weapons you have in the windows. Scavenge and stockpile as much food and water as possible, collecting rainwater if at all possible. Start a bonfire to signal for aid and construct some sort of SOS sign. Attempt to hold out as long as possible. Kill as many zombies as damn well possible before they kill you. If situation is hopeless, fight to the last man, and take as many of them with you as you can.