The 'Headshot' Mechanic
While not always guaranteed, aiming for a zombie's head with the Handgun or Shotgun has a chance to result in a critical hit, instantly killing them or blowing their head off. This saves valuable ammunition. Practice lining up your shots, especially when a zombie is staggering towards you.
Door Glitch / Room Transition Abuse
When an enemy is pursuing you, entering a new room (triggering a door animation) will often despawn or reset the enemy's position in the previous room. This is an excellent way to escape dangerous situations without wasting ammo. Use this to your advantage to bypass enemies you don't need to fight.
Knife for Downed Enemies
If a zombie falls to the ground but isn't dead (they'll often twitch), you can use the Combat Knife to finish them off without wasting precious bullets. Stand over them and repeatedly slash. Be careful, as some zombies can still grab your leg from the ground.
Evasion is Key
Not every enemy needs to be killed. Many encounters can be bypassed by simply running past the enemy. This is especially true for slow-moving zombies in hallways you've already cleared. Learn which enemies are worth fighting and which are better avoided to conserve resources.