If you live in the U.K. or are willing to travel there, I’d suggests spending some time on one of the ‘True Ways’ Survival Courses. There are plenty of other worthy training programs, probably closer to you than this one, but any course with SAS member and survival author Lofty Wiseman as member of the instructional team is worth checking out.
This 5 day course will definitely run you through the ringer. You may go in a rookie, but you’ll come out with survival skills perfectly suited for the Zombie Outbreak: Shelter Building, Fire Staring, Site Selection, Food Gathering, Fishing, Navigation, Finding Plants for Medicine, just to name a few. Sure, you could spend your time visiting the Big Ben and checking out the Crown Jewels, but those won’t help you on Z-Day.

Also available are 2 and 3 day courses if it suits you better.