Kill lots of zombies, always upgrade your tech level and guns, and kill a lot more zombies! Dem are my tips! Seriously though, always carry a good short range gun as your primary (I prefer Dual Uzi's) and a good long range as your secondary (e.g. AK 74). As far as your melee weapon I choose speed over damage until I can get my hands on the brainmill (currently carrying the crowbar, a couple of whacks and you're done son). I dropped a bit of real-world cash on the game because I fell behind on Tech Level 5. I thought I could stay there forever, but those zombies will just keep getting stronger and you'll always need bigger guns.
My main is the mp5k and my secondary is a shotgun. My melee weapon is a knife. If special zombies didn't spawn, I could hold them all off with the knife.