The baseball bat ubiquitous, simple, and effective. Every American regardless of gender or training knows how to swing a bat. It can be found at your local schools, at many supermarkets, and at any sports store. The bat comes in different sizes and weights for every human defending against the zombie hordes.
The important factor becomes the vector method of the zombie infection and the damage needed to kill the hordes. If we have shuffling masses that just require massive body damage and spread the infection via a bite, the bat is quite effective. A baseball bat is essentially a well-balanced club and that simple weapon proved itself on battlefields for centuries. If we are dealing with speedy zombies that infect via any fluid transfer, as in 28 Days Later, things get more difficult. Unless you are wearing a riot mask, you will get blood and brains splattered all over your face and there is a high risk of infection. If the infected are unable to spread disease, or if the survivors are immune, then it is open season to swing away.
If you live in other countries, then a baseball bat may not be as readily available. Substitute your choice of club-like sporting gear cricket bat or a golf club, for example and defend yourself.