1. Realise that society will collapse, water will shut off, the electric grid will fall, etc.
2. Don't panic, as panic is the worst thing you can do; Plan accordingly.
3. Take stock of inventory: food, water, guns and ammunition, CQB weapons, clothing, etc.
4. Fortify entry points (ie windows, doors, garage, etc.). Furniture and wooden planks with nails in the basement help.
5. After fortifying my home, immediately fill a duffelbag of neccesities just in case I have to GTFO ASAP (raiders, zombies, military wipeout, etc.)
6. Turn on faucets to fill bathtubs / sinks with water.
7. Turn on television and computer; Find out what's going on. Listen to emergency broadcasts as long as they're running (Protip: Wherever they're telling you to go: don't. Places are likely to be overcrowded and will not be able to sustain themselves for more than a couple weeks, especially if mentally-poor survivors are let in.)
8. Call my family, tell them to get where I am. Tell them to come to me and take as much food and seeds as possible and leave behind anything else that isn't a life-sustaining necessity. We can go back for those when, or even if, the apocalypse is over. Hope to Jesus that my father isn't stuck in traffic coming back from work.
9. Keep watch for the street. I live in a city-skirting suburb. I can head into town for supplies in a week when there are less nuts with guns and more shamblers with half a brain. I'd rather chance myself with them than people who may potentially have a gun and have a quick trigger finger, especially if they want my stuff, my safehouse / family location, sex, etc. (Like what another poster earlier said about slavers and rape gangs).
10. Wait it out.
11. When the inital panic scenario has died down, rap myself in a shower-curtain suit (kind of like a hazmat suit; to protect from blood) and go out and cleanse the area, one undead at a time. Melee only. Pistol in *extreme situations.
*11. Don't go straight back to my house. Run in the opposite direction and make a huge flank maneuver back to my house, circling the entire suburb and going back to the highway if need be. Stay low and stay in shrubbery. When in the clear, stay crouched and haul tail to the back door. Get back inside.
12. Wait a little longer.
13. If the area is properly clear, start farming. If not, repeat 11. Irrigating the land and plowing a bit of a plot. Set out buckets to collect rainwater for drinking and watering crops.
14. Take wood from porches and liner from neighbor's pools and make a cheap defensive barricade around the property. Barbed wire from copper wiring from inside of other's houses. At least we won't get shocked with the electric grid down. Some good news...
15. Attempt to set up sports. Go around and talk to one another. Get a bit of society and morale back into these people. Remind them that there is something worth living for still.
16. Once farms are going, set up permanent watches against raiders or undead, assign farming duties, and go out and attempt to find others. Bring them back, or establish a network. Recreate society. Expand upon farms. May need to take over a golf course or two if they get big enough.
Etcetera etcetera etcetera...