That depends on the size of the outbreak we are talking about. If we are talking about just a few zombies it's safer to hole yourself up somewhere that they cannot reach you. Preferably within your compound surround by a ten foot re-inforced concrete wall. You did remember to build that wall right?
If you try and leave, you'll only get stuck on the roads as everyone else attempts to flee from the zombies. If you really must leave, the best mode of transportation is a good mountain bike. It's quiet so it won't attract zombies and it doesn't need to worry about gas. It may not be as fast as some other methods of transportation, but it can go a lot of places that a car would never be able to get to.