You can decapitate zombies for a quicker kill. This works best with the Shotgun (the Magnum does it too, but you'll want to save your Magnum for boss battles). When a zombie comes after you, let them get close, and then point your Shotgun up and fire. This should decapitate them. However, the Shotgun does a good job at decapitating from a distance, too, which is what you should try to do if you are facing groups of zombies. Only use the pointing up method for lone zombies that you need to kill.
Added by: Volke Dec 31st 2009, ID#8994