Yup. I recommend one of these:
http://preview.tinyurl.com/3d8vba
Plenty of good advice on what weapons to use - one of my favorite suggestions is the WWI trench knife: a long dagger with spiked brass knuckles. They were made for punching down through the helmets of guys in a trench and should work wonders on zombie brains. Of course, if you don't want to get that close they recommend common single shot hunting rifles. Easier to scavenge ammo and when fighting zombies there's no such thing as suppression fire. Less temptation to waste ammo as well if you're limited to single shots. One shot, one explody brainpan.