At Zombie Research Society, we took a look at every country with a population over 5 million, and rated them based on their zombie survivability.
Australia comes in at the top spot, primarily because it has very low population density, large areas of land that fleeing people can escape to. It also has the world's largest moat around it. In the 1919 Spanish Flu, Australia was able to keep out the infection for a long time, because essentially, they just closed their ports. Meanwhile, 25 million people were dying around the world; the Australians stayed healthy. Apply that to a zombie outbreak, and they're in pretty good shape.
Second is Canada. Canada has a large population base grouped very close to the United States border, but they've got tons of land above there. On top of that, if zombies freeze in cold weather, which is theorized that they probably do, you want to be some place that it's cold. Canada's got a lot of cold.
The third spot is the United States. The United States has the highest population density of any country in the Top 10, but it also has, by far, the highest gun ownership rate. We're all driving giant SUVs with shotguns. I like our odds.
If those Top 3 countries aren't an option, some other good spots to be are Russia; tons of land, battle-tested people. South America, I'd go to Bolivia, or Argentina works. Sweden, Switzerland, Finland, all great choices. Despite what Borat says, Kazakhstan is actually a good place to be.
Again, we looked at these countries with population over 5 million, and based it on population density, natural resources, public health infrastructure, military preparedness, gun ownership rate; dozens of factors to figure out which countries are the safest.