ever since they changed robot drop lists, all my characters have been 9mm smg users. My observations on what I found. . .
Once your skill gets high enough (like 8+) you will always headshot. Regular 9mm ammo can kill any zombie except a hulk in one shot with a headshot.
I find the mp5 to be the best, since it has the best accuracy and recoil of the 9mm smgs. You will be able to kill 8 zombies with a burst of 8 from it. So, burst is totally worth it.
Raiding a decent sized lab will give you over 1000 bullets. Once you reach this point you can drive into any town and nothing can touch you. It really needs some nerfing IMO. (although I guess skill rust nerfs it, but I dont use that :/)
Really, with enough ammo you will be invincible*. Theres only a handful of enemies that both have high armor and a range attack, everything else will die instantly.
*I haven’t died since 0.2, YMMV