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I would want the gun or guns with the most commonly available ammo - that way when I come across a camp that has been overrun, I can scavenge all of the available ammo and use it. A gun without bullets or bullets without the appropriate gun are worthless. So I would like to have a gun of each caliber just in case I run out of ammo or in case I come across some spare ammo.
Not a gun, but I do like the Samurai blade that Michon carries - long enough and lethal enough to remove the head at a safe distance. So definitely one of those and in the unfortunate event the zombies get closer, I would want a fixed blade knife to insert into the softer tissues (eyes, ears, nose) of the zombie skull.
Finally, you need a group of folks you can trust and know how to utilize weapons (or who are at least trainable) - not only will you have to worry about the zombies, but also the others who my try to overrun you to take what you have!