Looking over the answers from my fellow Forgotten Realms authors on what they will do when* the zombies attack, I think I'm crawling out from under the bed and heading in the direction of James P. Davis or Ed Greenwood. If it's summer, probably north toward Ed and his zombie-eating bears. If winter, I'm going south to find James (the bears will be hibernating).
If you're wondering where to run when the zombies apocalypse arrives, check out the amusing, entertaining, and rather enlightening answers from the Forgotten Realms authors at the Wizards Community.
*James P. Davis says to use "when" and not "if" in this scenario. And when you want to add zombies to your life, check out this Monster Manual.