You have to think through all the threats you might face and rank them. For most of us, Zombies are actually fairly far down on the list. For realistic preppers, Zombies are a metaphor for other threats like large scale civil unrest, the break down of civil authority, and contagious disease. While Zombies might not make your list of threats, these other unpredictable threats might.
|Photo by Joe Mabel [CC BY-SA 3.0 (http://creativecommons.org/licenses/by-sa/3.0) or GFDL (http://www.gnu.org/copyleft/fdl.html)], via Wikimedia Commons
As you prepare for a Zombie apocalypse, you'll find yourself ready to handle all manner of other catastrophes. For example, the weapons you have can help repel home invaders or looters. The food and water stockpiles can help you in the aftermath of a hurricane, earthquake, flood, or tornado. The batteries you have for your radios can help you stay informed when the power is out. The first aid kit you bought can help you handle the cuts and scrapes that come with a tornado strike.
You Can't Prep for Everything is an interesting article on RealWorldSurvivor.com on how to think through the threats that you might realistically face and focus your prepping efforts.