That is an easy on eResident evil 4 or 5 they are both great games and you can play two player in resident evil 5. I like tem both because the controls run smooth and you can change them if you don't like them, the graphics and AI is another good reason, I know there are games with better graphics, but Resident evil has just the right for a zombie game, not too cartoony or realistic.
Left 4 Dead is epic. If you get it for Xbox 360, some new free DLC is coming out, and it has a shitload of high replayability, followed with a lot of fun achievements and the ability to hit cars halfway across a highway as a giant muscled zombie, aptly called a tank.