I have only ever beaten up to room 5, I believe. My suggestion is to get a nailgun2 / nailgun3 for early on, and save up all the other weapons ammo for later levels, especially heavy rifle, shotgun, and revolver ammo.
Also, kite the zombies. Most enemies can't turn sharply, so use that to get in and melee really quick. I always shoot once then melee for level 1 - 3. Except level 4 has people who can and will unload bullets into you. That's where enemy armor comes into play a lot more, as well. Best bet is to get the materials for armor (Spoiler just in case: It's 2 plates, each plate takes 5 or 6 empty cans) but don't build the armor until level 3 or 4, because melee enemies will break it down, and I believe that armor has much more resistance granted for bullets than it does for melee.