If zombies did attack the first thing I would do is make sure they are zombies, not drunks or rioters. Second I would check if the officials have it under control, most likely not. third is find out as much information as possible, like how it spreads or if it's airborne. If it is airborne give up hope because no one can escape air.

My next move would be to try and save as many friends and relatives as possible. (There is a lot of stuff out there saying that is the last thing to do, like Shawn of the dead where Shawn shoots his mom! and if people go it alone, one you are going to be soooo bored!! Also if you leave everyone, are you any better then them?) After that I would start thinking about food, guns and stuff like that. Due to the fact I'm in England firearms are very rare, even in police stations so I would go to our shopping centre and get supplies there. The next stages are weapons, food supply, fortification, fallback routes, long and short term solutions, bio research and escape plans to other country's.
The picture on the left is the United kingdom, base half of the right island is England.
Contents:
My very full Bug Out Bag. B.O.B.
My personal Body Armor. Body Armor
Short term plan, fortification plan and equipment. Short Term
sources of information, research plans and rebuilding. Aftermath