Anything that destroys the brain with one whack is good. Machetes, axes, swords, are all good. They never need to be reloaded and never run out of batteries or gas. However, they do get STUCK on occasion. You don't want to have five or six Tangos coming up on you and get your nice new Gerber Gator stuck in some shambling Undeads crumbling cranium.
Hi-powered rifles are good, but see aforementioned problem once the ammo runs out. Same with shotguns and large caliber handguns.
A good old fashioned flanged mace or war hammer works the best. Designed not to get stuck, but delivers enough grunt to crush the thickest skull.