The pump action 12-gauge is a classic, and it could blow off a zombie's head (important!) at close range. The only thing I'd worry about is reloading if you were faced with a whole shuffling horde at once. I'm trying to think of weapons that would not need reloading, could deal with an entire crowd, and wouldn't have to be used only at close range, and I'm not coming up with much!

Yes, this is a v. srs topic. And not just an excuse to use my favorite Bones icon. *g*