I would head north, anywhere, but Minnessota or North Dakota would be great. The Z’s would freeze and could be dispatched during winter safely. The only negative is that you would also have to live in the area with probably no services we are used to with civilization,so it would be a pioneer frontier. When you are not dispatching zombies, you are growing/catching food.
The places growing to support the Bakken Oil Fields could be a great place to stay. Oil / coal to keep warm and build flame throwers, fuel civilization itself.