You can't count on one weapon alone.
A (hunting or sniper) rifle, in case you need to kill one son of a bitch from a distance.
A small caliber pistol for smaller distances.
A baseball bat for, well, non-existent distances.
Plus, a bow, because
Daryl Dixon is a badass
because you might need to kill someone quietly.
And, above all, wit. You can have all the weapons in the world, but if you don't have wit, you have nothing.
In case of an impending zombie apocalypse, what would be your weapon of choice, and why?