Bones sink, don't they?
Anyways, the oil rig is the best bet. Large, and can be there like forever... Just bring a few people, and boxes of ammo and other stuff. Make a large purifier, and use the water it purifies. Solar panels can generate electricity; fish cooked in electric stove.
Occasionally, build a raft and send someone to check on the mainland, or find a wild island. Maybe one of those uninhabited Hawaiian ones?
If you really are going to board an oil rig, make sure you bring lots of people as fodder if the zombies find you. Keep an inflatable raft hidden in your cabin, with a month's worth of food and a mini purifier. Also, bring a solar heater/stove and a fishing rod. Every tiem you catch a fish, leave some left over for bait.
If the zombies board your ship, kill anyone they touch.
For people with ICBM's
Use nukes for obliteration, get a plane and fly out for an hour or two, then come back down with a radiation suit.