Close quarters combat is not recommended due to zombies can only attack in close quarters combat by biting. Zombies are undead slow creatures who's bite is infectious to the living, creating more zombies. Lone zombies are not much of a threat, however they often come in crowds and then they are a big threat. Their population often expands rapidly due to their infectious bite.
Various organizations are dedicated to the elimination of the zombie menace through zombat. These organizations include Zombie Squad, FVZA, OZORT, and Tactical Underground. There are books out there by Max Brooks that deal with zombat and zombie survivalism. These include The Zombie Survival Guide and World War Z.