clean socks in a variety of colors and sizes
needles and thread
paint (especially red)
eye makeup? metal washers?
1. Choose whether you want a sock zombie puppet or a stuffed sock zombie.
2. Pick out a sock.
3. Decorate it to your heart's content!
Here's a link to a quick how-to video if you need some inspiration. I especially like the roughly sewn wound in that zombie's head.
Hindsight Tips: sewing buttons onto a sock is tricky! try trimming the length down or having two people work together to keep the sock open enough that you can pull the needle in and out of the fabric.