RDR: Undead Nightmare may be the best actual zombie game I've had a chance to play on the PS3. The zombies are just freaking awesome, and it's a true zombie with head shots having to be the killing shot.
Resident Evil 5/Gold Edition: Very fun, arcadey "zombie" game. Not like original Resident Evil games at all, but still very fun to play. For original RE fans, 4 and 5 are sometimes referred to as flaming piles of shit for moving from what made the series so fun originally, but 5 is very fun. The zombies are less zombies and more parasite driven people sadly.
In fact, besides the people I mentioned, the only other people that hate RE5 don't really have a reason past all the stuff RE4 also has, yet they love RE4. I don't really understand how those people formulated their opinion, but w/e.
If you're really up to it, download RE, RE2, and RE3 off the PSN. Puzzle games to the extreme where every bullet is presence as you try to fight the zombies all around you.