Currently my favorite has to be Call of duty world at war zombies. Black ops is alright but I prefer WAW. I think NYZ2 is going to be my new fav when it's released though!
Plants vs. Zombies All time classic! Notable mentions: Zombie Gunship Zombie Highway Cod Zombies Dead Space
COD WaW Zombies and Organ trail - of course. And there are also 2 interesting upcoming zombie games: New York zombies 2 and Zmbi
Not exactly a favorite, but one of those i enjoyed most that just needs to be mentioned here, is Zombie Flick. You might want to try out Infectonator too, it's great on the ipad. And Apocalypse Max is one of the best games i have played this YEAR. Yep, it's that good.
What kind of game are you looking for? I mean there's a zombie version of ever genre of game on the market
Apocalypse Max, great action platformer. Dead Trigger if you want visually stunning but shallow and drawn out due to freemium model.
Zombies I really like Zombie highway, Zombie Gunship is very good for a free game. List price is $0.99 but it is often available for free, as it is right now (Nov 2, 2012).
For the first time I played through it, Dead Space, but because that dosent have much replay value Dead Trigger may just be my favourite.