I'd have to say, I'd most likely grab my dad's 12-gauge and my family would find a bunker/hideout with some survivors. On the way to... well... anywhere, someone would be shooting out the window with the shotgun and another with the Glock 23. A good place for a hideout would be a gun shop, so probably something along the lines of that. Stock up on ammo and food/survival supplies and stick close together. If anyone is infected, keep them for as long as possible and then take them out. If anyone is missing, move on (it's the best you can do... they're most likely dead).
As far as weapons go; avoid knives, swords are better; go for shotguns, and don't aim anywhere particular, just a good blast will do; for semi autos, aim for the head; with full-autos, spray 'em anywhere. Avoid small caliber weapons like .22's and 20 gauges. EXPLOSIVES ARE YOUR BEST FRIEND!! Though they are a rarity, don't hold back on explosive use.
Fight them off for as long as you can. Don't give up until the end.
If possible, get to a place of mass transportation (e.g. an airport), and try to get to an island of sorts. Make sure none of the infected come with you, or else the whole thing would be rendered redundant.