Okay, my last answer didn't go over very well, so here is a more serious attempt.
I still think that escape from any population density has to be job one.
Almost equal to it, is gathering weapons. Long term planning (which in a zombie apocolypse is anything beyond the current hour), you will want to acquire clean water, food, vitamin suppliments and toilet paper.
We are dealing with fast zombies, so range weapons are a better choice than the up-close and personal options. A rifle trumps a bow which trumps a handgun, with most other choices such as knives, swords, baseball-bats and golf-clubs, trailing far behind. With slow zombies, the knives, swords and sporting goods are superior because they don't depend on consumable ammunitions.
Fast zombies are also why escape trumps well-armed and well-stocked.
The details of your escape will depend on where you are, how close your family members are and how much you love them. I'll assume that your beloved family are all with you when the chaos begins because all the other options lead to a quick but noble death.
If you live in...
A City : get to a skyscraper, take the elevator to the top floor and pull the hold lever so that elevator stays with you on the top floor. Then use the stairs to explore the adjacent floors, gathering anything that can serve as a weapon, food supplies and things to put water in. While the plumbing still works, fill everything that can hold water. Then board up the stairwell entrance and wait.
Suburbs : get in your SUV and head towards the wilderness. When you reach the traffic jams, switch into 4 wheel drive, leave the road and continue your escape. When you haven't seen another car for five minutes, then congratulations, you have escaped. Figure out where you are and start looking for weapons, food and water.
Farmland : You lucky dog! You are already escaped! You are also probably already armed and you make your own food. Stock pile some food, fortify your water supply and start pounding your plow-blades back into swords.
Everyone Else : Find a big spool of heavy wire and build yourself a giant hampster ball. Then grab a canteen and a backpack full of food and casually walk out of civilization.