+1 for the .357 Lever Gun and Revolvers. You would be able to use .38SPL, .38SPL+P, and .357 Magnum.
For penetrating skulls 22LR from a rifle is the first "logical" (and correct) choice. 22WMR and 223 are "better" at longer distances - but who cares what zombies are doing at 100yards+ ...
Everything else is just "look at me - I'm special and different"; or "I haven't shot 22LR at skulls, but it has to suck" - well it doesn't suck.
Carry on.
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