Well lets see.... If it is a RE senario and the city will be hit with a tactical nuke then yep I'm heading out of the city.
Gun stores are a good place to start but think of all the other surviors with the same idea. I would prefer to stay alone and in the shadows. I would prefer to loot the dead and undead of ammo and weapons. Occasionally stopping at small convenience stores and grocery stores for food, water, etc... While there is saftey in numbers, you also have to take into account the human factor. Is anyone in the group infected, about to go crazy and kill you all and take the supplies for themselves, etc.... Also, logistically, the more numbers in your group, the more mouths to feed, more backs to watch and more time required to coordinate movement and travel. Depending on the state of the roads in the city, Im gonna take the first vehicle I can and high tail it out of the city...

Now, if the city wasn't gonna be nuked and the incident was isolated to the city itself, I would go the saftey in numbers route and try to find a secure location such as a warehouse (one that stocks food, drinks, and other necessities), as these are usually surrounded by high fences, have very secure doors, and also have very few windows. You could seal off the office portion of the complex which is sure to have more windows therefore less secure, and just wait out the incident in relative comfort.

Shortwave radios, CB radios and for the first few days you should still have internet access to gather information.... radio stations broadcasting outside of the city would probably give you a source of information from surrounding areas as well. Now barring an extreme cover-up (like with Raccon City) it will be hard to keep that information secret.

Honestly though you have to assume, with the amount of day to day travel around the world, that the virus would spread internationally before anyone could do anything about it. In that case, holding up in the warehouse is the optimal idea as there will be nowhere to run, with the exception of an area with a smaller population. That, however, presents the problem of fewer supplies.

In typing this, I realized that I have put waaaaay too much thought into this....

CB radios would really come in handy at a time like that...luckly for me I would be prepared