Shoot a zombi till it falls down, then knife it to finish it off. If it starts to get up then cut your losses, run away, then shoot it again. You'll save ammo that way
If a zombie is on the ground it might bite your leg. You'll take damage but your character will stomp on it to kill it instantly. If you're low on ammo but high on healing items then it might be a worthwhile trade.
You can reload in your inventory screen. Use this to bypass the reload animation.
Always carry at least one healing item on you. If possible, make sure it's a combined herb rather than just a single green.