Well, I guess the best Thing would be to go to a DIY Store. You could possibly create Weapons out of Anything there.
Some People also like to hide in a Grocery Store / Mall or the Hospital. But actually I never really understood the Hospital Thing. I mean Medications? For what? It would be better to not let them get thru to you in the first Place and to have enough Food.
Whatever you pick it is probably good if it is a big Building, so IF they come in you can still hide or have enough Space to run around when aiming etc. Also it would be best if the Building is massive, most likely out of Stone somehow or whatever Zombies can't get their Way though too easily. Buildings out of Wood would suck, too easy to break, even if it's said they are pretty stupid.
You would have to efficently close all the Windows and Doors, or wherever they could enter. also it would be good if the Building had it's own Electricity and Stuff and if that was hidden well (somewhere IN the Building itself), because when it's broken it would be pretty dangerour if you had to go out of the House to fix that.
What else...yeah maybe being with a few other People so you can take Guard-Shifts and don't have to be up forever yourself.
What would kill tese Things would probably be Fire, slicing their Heads and whatever could destroy their Mind. Acids or Stuff like that also.
Still, I really hope this is never gonna happen. Eew. =P