When you start, the USP is the best weapon. For at least three waves, use it and save the 350 experience points required to purchase the G36 Assault Rifle. From here, you have two options. Both have the same end result. The first is to purchase Marathon Man, which allows you to keep pace with even the fastest undead, then to buy the CZ 97 b, pistol. The other option is to reverse this process. Buy the CZ 97 b first, then the Marathon Man. The Marathon Man is an important upgrade that it allows you to immediately chase down zombies that sneak past you. From there, save for the Famas assault rifle, Overkill and hollow points in that order. Finally, save 4,000 experience points to acquire the Desert Eagle Magnum. This handgun will kill any zombie in one shot, no matter how powerful they are. When combined with Overkill and hollow points, it results in 110 experience points with every hit. Its reload time of one second matches that of the Laser Cannon, and while it can only kill one zombie at a time, and the 30 (upgradable to 39) round magazine much covers this difference. Also, notice that you can skip upgrades. For instance, the .357, Taurus .454 and Desert Eagle are all magnums. However, you can skip the extra 1120 experience points by ignoring the Magnums until you are ready to purchasing the Desert Eagle. A similar strategy can be used in Survival mode. The best combo is Desert Eagle (4,000 experience points), Marathon Man (500 experience points), Extended Magazines (1,500 experience points), Speed Loader (1,500 experience points), 200 Base HP (1,600 experience points), and 40 Personal HP (400 experience ponts). Note: Hollow Points is a wasted upgrade since no zombie has more than 100 HP.
Go a couple levels with the pistol and upgrade to the assault rifle when you have enough experience. Save it until you get enough to purchase the Overkill power-up and the laser rifle. One level with these two weapons will result in a large amount of easy experience.