I live in the desert.
First, I'd get all of the non-perishable items I could carry, and stuff them into a backpack. Then, I'd pack a huge amount of water. In my pocket, I'd put a small pellet gun we have in the house, for emergencies. Then, I'd take the shotgun in the closet. (lul)
I'd then proceed to hike up the mountain near my neighborhood. We literally live on the base of a mountain, so the hike is only about a mile up, and there are plenty of large stacks of boulders in which my friends and I hide. If I can't carry all of the gear, I could easily take several trips in less than a day. On one of these trips, I could carry up the pellet rifle, for picking off infected at long range.
I'd choose the mountain simply because if you fall, you get impaled on a cactus. The mountain's filthy with them. You can't walk 5 feet without touching one. There's also a large amount of "Cat Claw", a bush that has many, many, many hooked spines. If you fall into it, you're not getting back out without a huge amount of effort and pain. All of these obstacles would greatly slow down any infected charging up the mountain, making it easy to pick them off at long range.