NO! Decapitating a zombie will NOT kill it! The head will keep snapping at you. The only way to kill the zombie is to destroy the brain.

you have to hold R1 then press Up to aim at the head, and then with a magnum or shotgun shoot to blow it up

dead rising is good practice. except with the chainsaw breaking after killing like 20 zombies.

typically the chainsaw is a terrible weapon to use against the zombie hordes. It is heavy, loud, and uses fuel. A better alternative would be a hatchet or katana sword. They can cut through a zombie skull in 1 blow, are light weight, and wont alert other zombies nearby of your presence.

the pickaxe is pretty good too

Any kind of close combat weapon would be a bad idea. Especially should the zombie blood be contagious! You dont want blood splattering around everywhere, and getting on your face, and body. Explosives, and firearms are the better, so you have at least some distance from them.

Though you should use a long range weapon as much as possible, you still need something for close range. Like stated a silent instant kill is preferred when you are in close quarters with zombies.

Splattering isnt a huge issue unless it is a new zombie. their blood congeals in their feins and becomes hard after a period of time. The only "gooey" part is their brain where the virus is still working. With that being said a suid of shark armor or a neoprene suit would work great as armor.

neoprenes wouldn't work. it can be cut and torn unless you get a thicker suit which would actually be time consuming to put on and would hinder movement.
A shark suit would be heavy but would do the job at preventing injuries that are not blunt force
something along the lines of the neptunic http://theringlord.com/images/commercial/neptunic2.gif. I personally would not wear a shark suit as they are heavy and will slow you down. Also I would not want to be wearing one in hot temps with a heavy sun.
Your best bet for clothing is to wear thick close fitting clothing. Boots or running or hiking shoes preferably water proof/ steel toe. Some wool socks would be wise to fight off cold toes and help insulate your feet in water or cold temps. A hat for cold days(remember ~80% of your body heat is lost through your noggin) or to keep the sun from over heating your brain. I would also invest in some gloves as you need your hands to be functioning so having them cramp up due to cold is a bad idea. A back pack to carry essentials such as water and food, maps, compass, flashlight, lighter and matches, mess kit if you want one, medical supplies for non zombie injuries, communication devices, pens and pencils, and a blanket or towel and a multi-tool. You should now be able to survive longer.

I pretty much have everything you listed except the sexy shark suit thingy. My best bet would be to grab my paddling clothes as they are tight fitting and warm, buzz my hair, then grab my camping backpack (which I keep packed with everything minus food and water) and hijack the largest fucking truck to wal - mart. Once there I will get a shotgun/ammo, and whatever non perishable foods I would need to make it to my safe haven. My safe haven will be a state prison about an hour away. It is in a rural area, and very secured. Chances are it will be deserted if there was a class 3 outbreak. Once inside I will repair any of the fences, set up baricades on any doors that have been broken, and secure my safe room. I will find or build some sort of radio so I can get in contact with any military personel in the state. The prison has enough food and clean water to keep myself and a few others going for about 3 months. After that I will either have to begin hunting, or look for a new hideout with fresh supplies.

I never would have thought of a prison. I guess if it can keep people in it can keep undead retarded zombies out.