In a zombie infected world, you will constantly be on edge, jittery, and scared. If you have a set location with a TV and VCR or DVR you can watch children's programming. I have some episodes recorded of Playhouse Disney and Nick Jr. It helps you take your mind off of reality for a short while if you set up rotating watches. Just a thought, randomcooper

Spraymachine:After months of being alone, running from zombies, most likely with many close calls, and possibly most of my family and friends becoming zombies, I would need some things to keep me sane. What would keep me sane is a sense of accomplishment, motivation, and a good goal to keep me going. I would have puzzles, pens/paper/journal, a couple paper backed novels, goals, survival manual, and some other learning material.

The puzzles are to keep me entertained, my mind sharp, and give myself a sense of accomplishment. You can find Sudoku books just about everywhere along with crosswords and word searches (I like logic puzzles too).
The journal can be used to write down what you are feeling, your hopes, your goals, what you did that day, what you learned about zombies/ possible safe locations, and other things you would normally tell to others. Bottling up emotions is never good, especially when in a situation like this. Writing a novel could take your mind off your current situation, and give your motivation to finish it, which means you will have to survive longer.
The paper/pens- Don't let your mind go to mush, solve math problems, read a paragraph of text, put it away, then try to write down as much of it as you can word for word. Mush minds are more vulnerable to insanity.
Novels- Keep entertained without batteries
Survival manuals/other learning books- Keep learning, try to master some zombie survival things. This will help your survival chances and also give you a sense of progress and accomplishment.
Goals- Find one that will drive you to live and keep on pushing forward. A goal to live another day in a zombie infested world might be good in the first month or so, but after a couple, you will need some better ones like: Meet some people you can depend on, setup a vegetable garden/farm, carve a life sized wooden statue of your favorite NBA star, find out how zombies work (how they distinguish live from undead, what they need to live), build a tree house 30' off the ground for fun/backup shelter.