(warning, have not had time to try the latest version)
For me it's
1) Alcohol - spend most of the 1st couple days tipsy to accumulate XP - you really really want that melee and dodge skill to increase after you've risked your life in combat. + mp3 players. Manage your mood - wear your raincoat, eat strawberries. Even if you overdo it and have to spend a day or 2 detoxing later, I think you come out way ahead.
2) Thrown weapons are lifesavers early on - pick up a few extra hammers or steak knives and throw them to hit zombies before they close. The skill seems to go up pretty fast and can slow down or even stun enemies before they can possibly damage you.
3) Silencers - I really really look for a silencer asap, or a pipe+muffler+hacksaw - it takes very little if any mechanical skill to craft one. Then I find a .22 rifle and ammo quickly and shoot *everything* possible so the skill is high when I need it. Then switch to a better rifle so you can take out the annoying ranged zombies and put some hurt on the big stuff before it reaches you.
4) Always be ready to run away. Constantly monitor your speed - if it's under 100% it will take a miracle to escape a swarm. I usually take Quick as a perk, fleet-footed is great too. Both together make it a lot easier, but do cost a lot of build points. If you're seeing a significant speed decrease due to pain, medicate it immediately if you're near danger (but watch med levels - take toooo much painkillers and THAT will kill ya)
light pain - 2x aspirin, maybe 2 more if that's not enough after a few minutes
medium pain - tramadol
heavy pain - ugh, try to find someplace to hole up and rest. Oxycondine, in a pinch codeine.
Remember painkillers don't take effect immediately, don't panic and take 10 - you'll get a feel for their effectiveness.
If you're in trouble, take your speed drugs BEFORE it's a crisis, especially the inhaler hit which is relatively safe and side-effect free. Caffeine pills are my favorites, cocaine in an emergency. Adderall works too. Meth in a *real* emergency.
5) Early on, yeah the 2x4 board is easy to get, just bust up a door or piece of furniture. Baseball bat is pretty good, chain, hammer. Crowbar is pretty good AND will let you open doors without the noise of bashing.