Before I begin the OCD in me is screaming -it's wary, not weary. They sound the same, but wary is the meaning you're looking for. Sorry, wanting to be a writing & speech teacher -comes out sometimes.
Do I agree with Capcomplicated? HELL YES! I'd probably jack the nearest nice car I see and make my livlihood off of strip malls and the Mall of America. Perhaps I could sleep in a Home Depot. That'd be an awesome place to stay. Plenty spatious, numerous exits, and plenty of barricade material. There'd be room for survivors as well. After the plumbing stops working we can start chucking our crap out from the room onto the hungry bastards. Maybe they'll clean up like flies? That'd help with sanitation. Then again, a processing plant would be great. Personally, I'd like to set up a survivor network with various power plants and home depots as bases of operations to allow safe passage for survivors to get stocked and their cars fitted with some basic protection or even traded for local jacked vans. It'd give me some purpose in an otherwise pointless environment.
As for special people... I couldn't stand the thought of them being zombies. I'd probably seek out all nearby loved ones for the purpose of killing them or hopefully finding them alive. I believe it'd be much worse to see them as zombies than dead. I know I'd want my loved ones to blow my brains out.
As for the original question of zombies being the most scary... can't say I agree. If you're always on the alert after discovering their existence, then zombie-savvy people such as ourselves would have the good sense to get the hell outta dodge.
Do I believe a zombiepocalypse would be a golden opportunity for some serious life-changing experiences? Definitely, but I do ackowledge that zombies are far more unpredictable than most creatures simply due to the sheer potential of their population to grow out of hand. Once the populations start booming, the fear of the unknown is gone which is why I say they're not as scary as something like say... an Iron Maiden. You know big cities are no nos and you kill everything that moves unless it's screaming at you to not shoot. Molotov usage would probably happily increase by 1000% among males. I love explosions.