A gun silencer
If you have to use a gun in the zombie apocalypse, you'll want a silencer for it if at all possible. Zombies are hugely attracted to sound, and the BANG your gun makes when you're wasting one of them will almost definitely cause more to come after you. Silencers are uncommon and just generally really hard to come by, so it may be worth jury-rigging one of your own. If all else fails, holding a pillow up to the gun muzzle if you're shooting at close range will deaden the sound, but may be impractical in a high intensity situation. Zombies will still be able to smell in you most situations (except Shaun of the Dead, for some reason) but the quieter you can dispatch the zombies, the better your chances are of getting through without getting the attention of a whole horde.