To stop to fight is to become surrounded and overwhelmed. The best weapons are the ones that knock the zombie down, or otherwise out of your way. Ignore the ones behind you, they can’t catch you unless you stop. Never stop.
Fire is good. A burning zombie is confused, blinded, in pain. At least they act like it hurts. Use fire to create barriers they won’t cross. Deep water is another effective barrier but harder to come by. There are zombies on both sides of your average river.
Ultimately you want an island, or a fortress. Good luck to you.