I like the chainmail and beetles idea the best (as long as the beetles are immune to the zombification process, as previously stated).
Personally I'm inexperienced with actual firearms, but I know how to swing a baseball bat, so I'd start with that. And hope they're more of the Living Dead type zombies than the 28 Days Later type. I have however participated in many Humans vs. Zombies games on Purdue's campus. So at least I have an idea of the kind of things that get people killed.