I'd do basically what cord said (that's always been my idea of what to do in a city situation with zombie infestation), grocer stores or supermarkets are your best option, however, first I'd go to the nearest sporting goods stor (NOT a gun shop becuase yo need more than just guns) and load of a good sized pickupo truck with a hell of a lot of guns, ammo, tools, supplies and whatnot, to further fortify the grocer store/supermarket, and I'd take whatever else may be useful, and THEN I'd head to the store, secure it, lock it down, and so on. One thing I'd try to do is armor and fortify the truck (and I'd make sure its 4x4) and keep it gased up so if neccessary I could drive out of town and plow threw any zombies and escape (if for example the military decided they wanted to blow the crap out of the city) like in Dawn of the Dead however I'd be sure I knew how to use a chainsaw properly or just not have one in the truck UNLIKE in Dawn of the Dead.
Member of DaJoGen MMA school under Dave Hagen and Team Chaos fight team under Denver Mangiyatan and Chris Toquero, ran out of Zanshin Martial Arts in Salem Oregon: http://www.zanshinarts.org/Home.aspx,