Energy
Always use your available energy to the fullest extent. For example, if you are going to log out and not going to play for awhile, expend all your energy by grinding levels.
Weapons
Conserve your ammunition. When you are getting low on ammo, replay easier levels that require less or no shooting. Avoid all of the zombies while collecting item boxes for ammunition. Wait for the white bracket to appear around the zombie and your character will take the aim automatically. Do not shoot until that white bracket appears to save ammunition and minimize reload time. Use weapons with large clip sizes and higher damage to effectively kill zombies and reload whenever zombies are not nearby.