Move to Hawaii or another Pacific island. We should be fine there if the zombies are unintelligent creatures, since then they couldn't fly a plane or captain a ship. However, this still has problems. It could start on Hawaii, though in this case that'd be pretty easy to deal with. It could be a virus, and someone accidentally brings it with them when they come. However, if we're going with the average zombie thing of unintelligent creatures that can only move slowly and grunt, Hawaii it is.