You want shit that will help you with crowd control. This order may help you:
Rifle
Grenades and flares
Mines
Flame Thrower
Motolov
Blade gun
Rocket Launcher
Dynamite
Fire is your friend. It instantly kills the zombies that are already burned (like the ones summoned by the screamers), it stops the screamers from screaming, the jumpers don't jump when burned and it works wonders on those commandos.
Another good thing about fire is it spreads easily and you can keep more enemies in flames and off your back if you know what you're doing. Bad side is you can get burned as well.
The shocker gun or whatever it is called hasn't been very useful for me, but I didn't really upgrade it much.