As far as weapons, you NEED a melee skill, and blunt is much better for most of the game, the knockback makes a huge difference. Blades only become effective after you get the battle ax(50% achievement reward) or the katana(very, very late game). Firearms: automatics FTW. You'll need the volume of fire to beat back zombie rushes. Pistols are only decent for the first third to half of the game. Long guns: only a few of them, plus they still miss WAY too often (I had a 100 in long guns and a military M24, and still missed at least half of the time. Pathetic.) Special weapons are either weak (bow, grenade laucher) or too dangerous to use (RPG). In short, put a lot of points in autos and blunt. The two most important stats are endurance and luck. You need all the hps you can get, and high luck (over 10) is the ONLY way to ensure you get good weapons early and don't constantly run out of ammo.
A few notes on skills: You can pick any lock in the game with a security skill of 35. You will get +5 from skillbooks with 35 in smarts; you'll need to go all the way to 70 to get +6---it's just not worth it. Fitness is not worth leveling at all, you'll get enough points from books to be able to run through an entire level by the end of the game, which is the only time it is useful. Survival is surprisingly effective at increasing the benefit from food, but it's only really worth it if you're doing hard mode, and even then, you'll probably get a LOT of points from books. I can't say that the damage reduction works at this point. Medical skill makes a big difference in how well items heal you: 40-50 will make bandages heal over a hundred HP.